Time reversal for infinite-dimensional diffusions (Q1112463)
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scientific article; zbMATH DE number 4078439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time reversal for infinite-dimensional diffusions |
scientific article; zbMATH DE number 4078439 |
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Time reversal for infinite-dimensional diffusions (English)
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1989
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We analyze the reversibility of the diffusion property for the solution of certain infinite-dimensional systems of stochastic differential equations. Necessary and sufficient conditions ensuring this reversibility are given. The proofs use the techniques of the stochastic calculus of variations.
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reversibility of the diffusion property
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infinite-dimensional systems of stochastic differential equations
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stochastic calculus of variations
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