Title of article :
Time reversal and reflected diffusions
Author/Authors :
Petit، نويسنده , , Frédérique، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Abstract :
We extend Fِllmerʹs results on time reversal on Wiener space to the case of some reflected diffusions.
Keywords :
60H10 , time reversal , 60J65 , 60J60 , entropy , Reflected Brownian motion , 60J55
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
