Time reversal for infinite-dimensional diffusions (Q1112463)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time reversal for infinite-dimensional diffusions |
scientific article |
Statements
Time reversal for infinite-dimensional diffusions (English)
0 references
1989
0 references
We analyze the reversibility of the diffusion property for the solution of certain infinite-dimensional systems of stochastic differential equations. Necessary and sufficient conditions ensuring this reversibility are given. The proofs use the techniques of the stochastic calculus of variations.
0 references
reversibility of the diffusion property
0 references
infinite-dimensional systems of stochastic differential equations
0 references
stochastic calculus of variations
0 references
0 references
