AN ALTERNATIVE REPRESENTATION OF DIFFUSIONS BASED ON TIME-REVERSIBILITY

DOI10.2206/KYUSHUJM.49.405zbMATH Open0851.60084OpenAlexW2079501641MaRDI QIDQ4883741FDOQ4883741

Authors: Robert Aebi 

Publication date: 2 July 1996

Published in: Kyushu Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2206/kyushujm.49.405

Recommendations

• Diffusions with singular drift related to wave functions
• scientific article; zbMATH DE number 858847
• scientific article; zbMATH DE number 956702

zbMATH Keywords

stochastic differential equationstime-reversalKolmogorov-Feller representationsSchrödinger-Nagasawa representation of diffusion processes

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Interacting particle systems in time-dependent statistical mechanics (82C22)

Cited In (1)

• Title not available (Why is that?)

This page was built for publication: AN ALTERNATIVE REPRESENTATION OF DIFFUSIONS BASED ON TIME-REVERSIBILITY

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4883741)