Time reversal of infinite-dimensional diffusions

DOI10.1016/0304-4149(86)90114-6MaRDI QIDQ1081972zbMATH OpenOpenAlexFDO

Authors Hans Föllmer, Anton Wakolbinger

Publication date 1986

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

Full work available at URL https://doi.org/10.1016/0304-4149(86)90114-6

zbMATH Keywords

interacting diffusionsfinite entropycollection of independent Wiener processesconditions for existence and uniqueness of strong solutionstime- reversed process

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(35)

• Gaussian measures on linear spaces
• Stochastic control and nonequilibrium thermodynamical systems
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• Time reversal of Volterra processes driven stochastic differential equations
• Time Reversal of diffusion processes under a finite entropy condition
• A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations
• scientific article; zbMATH DE number 3896050 (Why is no real title available?)
• Time reversal in stochastic processes and the Dirac equation
• Large deviations in the Langevin dynamics of a random field Ising model.
• Invertibility of adapted perturbations of the identity on abstract Wiener space
• Infinite-dimensional diffusion processes as Gibbs measures on \(C[0,1]^{Z^ d}\)
• Integration by parts and time reversal for diffusion processes
• scientific article; zbMATH DE number 4143197 (Why is no real title available?)
• Time reversal of infinite-dimensional point processes
• Stochastic quantization of finite dimensional systems with electromagnetic interactions
• GLAUBER DYNAMICS FOR QUANTUM LATTICE SYSTEMS
• Time reversal of Markov processes and relativistic quantum theory
• scientific article; zbMATH DE number 3883353 (Why is no real title available?)
• Reverse time diffusions
• Time reversal of diffusions
• A Gibson approach to infinite-dimensional Brownian diffusions
• Interacting Brownian particles and Gibbs fields on pathspaces
• Time reversal of random walks in one dimension
• Time reversal for infinite-dimensional diffusions
• Local invertibility of adapted shifts on Wiener space, under finite energy condition
• Time-reversal in hyperbolic s. p. d. e. 's
• Time reversal and stationarity of infinite-dimensional Markov birth-and- death processes
• The entropy production of stationary diffusions
• Fokker-Planck equations with terminal condition and related McKean probabilistic representation
• Time reversal of Markov processes with jumps under a finite entropy condition
• scientific article; zbMATH DE number 1867211 (Why is no real title available?)
• scientific article; zbMATH DE number 1894341 (Why is no real title available?)
• Large deviations and stationary measures for interacting particle systems
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