Dynamical properties and characterization of gradient drift diffusions

DOI10.1214/ECP.v12-1324zbMath1128.60065arXivmath/0612413MaRDI QIDQ2461044

Sébastien Darses, Ivan Nourdin

Publication date: 19 November 2007

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0612413

zbMATH Keywords

time reversalmartingale problemstationary diffusionreversible diffusionKolmogorov theoremNelson stochastic derivatives

Mathematics Subject Classification ID

Diffusion processes (60J60)

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