Time Reversal for Gap Diffusions with Nonlocal Boundary Conditions
Matthias Weber · Mathematische Nachrichten · 1994
Abstract We consider the infinitesimal generator of the time reversal of a time‐homogeneous one‐dimensional gap diffusion with state space [0, 1] given by the infinitesimal generator Ao = dDs+ ‐ dk / dm with nonlocal boundary conditions of Feller‐Wentzell‐type. This leads to an infinitesimal generator which belongs to a class of generators introduced in the earlier note [W1].