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dc.contributor.authorMillet, A.
dc.contributor.authorNualart, David
dc.contributor.authorSanz, Marta
dc.date.accessioned2015-03-12T16:17:50Z
dc.date.available2015-03-12T16:17:50Z
dc.date.issued1989-01-05
dc.identifier.citationMillet, A.; Nualart, D.; Sanz, M. Integration by Parts and Time Reversal for Diffusion Processes. Ann. Probab. 17 (1989), no. 1, 208--238. http://dx.doi.org/10.1214/aop/1176991505.en_US
dc.identifier.urihttp://hdl.handle.net/1808/17062
dc.descriptionThis is the published version, also available here: http://dx.doi.org/10.1214/aop/1176991505.en_US
dc.description.abstractIn this paper we obtain necessary and sufficient conditions for the reversibility of the diffusion property, assuming the existence of a density at every time t. The proofs are based on techniques of the stochastic calculus of variations.en_US
dc.publisherInstitute of Mathematical Statistics (IMS)en_US
dc.subjectTime reversalen_US
dc.subjectdiffusionsen_US
dc.subjectintegration by pars formulaen_US
dc.titleIntegration by Parts and Time Reversal for Diffusion Processesen_US
dc.typeArticle
kusw.kuauthorNualart, David
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.1214/aop/1176991505
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item does not meet KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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