Reverse-time diffusion equation models

DOI10.1016/0304-4149(82)90051-5MaRDI QIDQ1166836zbMATH OpenOpenAlexFDO

Authors Brian D. O. Anderson

Publication date 1982

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(82)90051-5

zbMATH Keywords

Fokker-Planck equationsKolmogorov equationsdiffusion equationsreverse-time equations

Mathematics Subject Classification ID

Markov processes (60J99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

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• A stochastic realization approach to the smoothing problem
• Backwards Markovian models for second-order stochastic processes (Corresp.)
• Fixed interval smoothing for nonlinear continuous time systems
• Forwards, backwards, and dynamically reversible Markovian models of second-order processes
• General backwards Markov models
• New smoothing algorithms based on reversed-time lumped models
• Nonlinear networks and Onsager-Casimir reversibility
• On the Stochastic Realization Problem
• Passive network synthesis via dual spectral factorization

Cited in

(25)

• Transition path theory for diffusive search with stochastic resetting
• Generative diffusion in very large dimensions
• Diffusion models as stochastic quantization in lattice field theory
• Forward and backward semimartingale models for gaussian processes with stationary increments
• Mixing artificial and natural intelligence: from statistical mechanics to AI and back to turbulence
• The Burgers equations and the Born rule
• Time reversal of infinite-dimensional diffusions
• Backward Nonlinear Smoothing Diffusions
• Mathematical imaging and surface processing. Abstracts from the workshop held August 21--27, 2022
• Backward representation of Markov jump processes and related problems. I. Optimal linear estimation
• Port properties of nonlinear reciprocal networks
• Representing turbulent statistics with partitions of state space. I: Theory and methodology
• Information thermodynamics for interacting stochastic systems without bipartite structure
• Nonlinear smoothing algorithms using white noise model
• Smoothing algorithms for nonlinear finite-dimensional systems
• Enhancing least squares Monte Carlo with diffusion bridges: an application to energy facilities
• Review of diffusion models: theory and applications
• Continuous-time perpetuities and time reversal of diffusions
• Neural-network-based regularization methods for inverse problems in imaging
• Uncertain chemical reaction equation
• Reverse-time modeling, optimal control and large deviations
• Diffusion Schrödinger bridges for Bayesian computation
• Reverse time diffusions
• Time reversal for infinite-dimensional diffusions
• A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows

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