Time reversal and reflected diffusions
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Publication:1275933
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Cites work
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- Conservative diffusions
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- Symmetric reflected diffusions
- The Representation of Functionals of Brownian Motion by Stochastic Integrals
- Tightness results for laws of diffusion processes application to stochastic mechanics
- Time reversal of diffusion processes with a boundary condition
Cited in
(27)- scientific article; zbMATH DE number 3990529 (Why is no real title available?)
- scientific article; zbMATH DE number 4066076 (Why is no real title available?)
- scientific article; zbMATH DE number 4143197 (Why is no real title available?)
- scientific article; zbMATH DE number 3982184 (Why is no real title available?)
- The origin of vorticity in viscous incompressible flows
- A note on reflecting Brownian motions
- scientific article; zbMATH DE number 3932149 (Why is no real title available?)
- Time reversal of diffusion processes with a boundary condition
- Time reversal of infinite-dimensional diffusions
- Time reversal of diffusions
- Analysis of reflected diffusions via an exponential time-based transformation
- 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 reflected Brownian motion with Poissonian resetting
- 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
- Time reversal of Volterra processes driven stochastic differential equations
- On Reflected Diffusions in Cones and Cylinders
- scientific article; zbMATH DE number 1867211 (Why is no real title available?)
- Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion)
- scientific article; zbMATH DE number 4138894 (Why is no real title available?)
- Two Brownian particles with rank-based characteristics and skew-elastic collisions
- Reverse time diffusions
- Time reversal in stochastic processes and the Dirac equation
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