The following pages link to Time reversal of diffusions (Q1085525):
Displaying 33 items.
- Inequivalence of nonequilibrium path ensembles: the example of stochastic bridges (Q3302174) (← links)
- Dynamical symmetries of Markov processes with multiplicative white noise (Q3302650) (← links)
- Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes (Q3388198) (← links)
- On entropy production for controlled Markovian evolution (Q3441923) (← links)
- Fast cooling for a system of stochastic oscillators (Q3457168) (← links)
- Lagrangian variational principle in stochastic mechanics: Gauge structure and stability (Q3470126) (← links)
- (Q3471296) (← links)
- Stochastic dynamical interpolation formula to time-reversible diffusion processes (Q4201688) (← links)
- Enhancing Least Squares Monte Carlo with diffusion bridges: an application to energy facilities (Q4683094) (← links)
- (Q4793298) (← links)
- SYMMETRY REDUCTION OF BROWNIAN MOTION AND QUANTUM CALOGERO–MOSER MODELS (Q4908340) (← links)
- Backward Nonlinear Smoothing Diffusions (Q5005710) (← links)
- On Solutions of Stochastic Equations with Current and Osmotic Velocities (Q5014520) (← links)
- A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions (Q5034425) (← links)
- A Variational Characterization of Langevin-Smoluchowski Diffusions (Q5050087) (← links)
- Coarse Graining of Nonreversible Stochastic Differential Equations: Quantitative Results and Connections to Averaging (Q5119982) (← links)
- Information thermodynamics for interacting stochastic systems without bipartite structure (Q5149683) (← links)
- On Solvability of Stochastic Differential Equations with Osmotic Velocities (Q5150161) (← links)
- DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM (Q5175223) (← links)
- Effective dynamics for non-reversible stochastic differential equations: a quantitative study (Q5240865) (← links)
- Metropolis Integration Schemes for Self-Adjoint Diffusions (Q5250352) (← links)
- A FOOTNOTE TO NELSON'S INTERPRETATION OF THE TWO-SLIT EXPERIMENT (Q5312127) (← links)
- On the Completeness of Stochastic Flows Generated by Equations with Current Velocities (Q5380527) (← links)
- Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
- Stochastic processes associated to multidimensional parabolic transmission problems in divergence form (Q5881791) (← links)
- Markov bridges: SDE representation (Q5962603) (← links)
- The entropy production of stationary diffusions (Q6095270) (← links)
- Time Reversal of diffusion processes under a finite entropy condition (Q6147690) (← links)
- Diffusion Schrödinger bridges for Bayesian computation (Q6540231) (← links)
- Stochastic equations and inclusions with mean derivatives and their applications (Q6562944) (← links)
- Forward-backward doubly stochastic differential equations with random jumps and related games (Q6569872) (← links)
- An efficient method to simulate diffusion bridges (Q6581664) (← links)
- Ergodicity of the underdamped mean-field Langevin dynamics (Q6591594) (← links)