Time reversal and reflected diffusions

DOI10.1016/S0304-4149(97)00035-5zbMATH Open0911.60059MaRDI QIDQ1275933FDOQ1275933

F. Petit

Publication date: 14 January 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

entropyreflected Brownian motiontime reversalreflected diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)

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Cited In (23)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A note on reflecting Brownian motions
• Title not available (Why is that?)
• Time reversal of diffusion processes with a boundary condition
• Time reversal of infinite-dimensional diffusions
• Time reversal of diffusions
• How does a reflected one-dimensional diffusion bounce back?
• Integration by parts and time reversal for diffusion processes
• Reflection between two conjugate diffusions
• Time reversal of random walks in one dimension
• On a generalized integral equation which originates from a problem in diffusion theory
• A Dirichlet process characterization of a class of reflected diffusions
• Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited
• Title not available (Why is that?)
• Time reversal of Volterra processes driven stochastic differential equations
• Title not available (Why is that?)
• Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion)
• Two Brownian particles with rank-based characteristics and skew-elastic collisions
• Reverse time diffusions
• Time reversal in stochastic processes and the Dirac equation
• Title not available (Why is that?)

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