Time Reversal of Degenerate Diffusions
Jeremy Quastel · Birkhäuser Boston eBooks · 2002
The time-reversal formula for diffusions is proved under very weak assumptions on the coefficients, and an application of time reversal of diffusions to interacting particle systems is given. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.