Time reversal of diffusion processes with a boundary condition (Q1107219)
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scientific article; zbMATH DE number 4064203
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| English | Time reversal of diffusion processes with a boundary condition |
scientific article; zbMATH DE number 4064203 |
Statements
Time reversal of diffusion processes with a boundary condition (English)
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1988
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Sufficient conditions are given under which a diffusion process with Ventcel boundary conditions has smooth density of the transition probability and remains a diffusion process with Ventcel boundary conditions after time reversal.
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Ventcel boundary conditions
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smooth density of the transition probability
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time reversal
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0.8526251912117004
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0.8151472806930542
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0.814820408821106
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