Dynamical properties and characterization of gradient drift diffusions
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Publication:2461044
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
time reversalmartingale problemstationary diffusionreversible diffusionKolmogorov theoremNelson stochastic derivatives
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