Second order stochastic differential equations and non-Gaussian reciprocal diffusions

DOI10.1007/BF01199322zbMath0793.60051MaRDI QIDQ1326250

Michèle Thieullen

Publication date: 16 August 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationEuler-Lagrange equationreciprocal processBernstein bridgeMarkov diffusion

Mathematics Subject Classification ID

Random fields (60G60) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

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• [https://portal.mardi4nfdi.de/wiki/Publication:4140092 The Markov processes of Schr�dinger]