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Integration by Parts and Time Reversal for Diffusion Processes
| dc.contributor.author | Millet, A. | |
| dc.contributor.author | Nualart, David | |
| dc.contributor.author | Sanz, Marta | |
| dc.date.accessioned | 2015-03-12T16:17:50Z | |
| dc.date.available | 2015-03-12T16:17:50Z | |
| dc.date.issued | 1989-01-05 | |
| dc.identifier.citation | Millet, 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.uri | http://hdl.handle.net/1808/17062 | |
| dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176991505. | en_US |
| dc.description.abstract | In 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.publisher | Institute of Mathematical Statistics (IMS) | en_US |
| dc.subject | Time reversal | en_US |
| dc.subject | diffusions | en_US |
| dc.subject | integration by pars formula | en_US |
| dc.title | Integration by Parts and Time Reversal for Diffusion Processes | en_US |
| dc.type | Article | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| dc.identifier.doi | 10.1214/aop/1176991505 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess |
