Time reversal of infinite-dimensional diffusions

DOI10.1016/0304-4149(86)90114-6zbMath0602.60067OpenAlexW2003977609MaRDI QIDQ1081972

Anton Wakolbinger, Hans Föllmer

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90114-6

zbMATH Keywords

interacting diffusionsfinite entropycollection of independent Wiener processesconditions for existence and uniqueness of strong solutionstime- reversed process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

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Time-reversal in hyperbolic s. p. d. e. 's, A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations, Infinite-dimensional diffusion processes as Gibbs measures on \(C[0,1^{Z^ d}\)], Time reversal and stationarity of infinite-dimensional Markov birth-and- death processes, A Gibson approach to infinite-dimensional Brownian diffusions, Time reversal for infinite-dimensional diffusions, Stochastic control and nonequilibrium thermodynamical systems, Gaussian measures on linear spaces, The entropy production of stationary diffusions, Time reversal of Markov processes and relativistic quantum theory, Stochastic quantization of finite dimensional systems with electromagnetic interactions, Local invertibility of adapted shifts on Wiener space, under finite energy condition, Time reversal of infinite-dimensional point processes, Interacting Brownian particles and Gibbs fields on pathspaces, GLAUBER DYNAMICS FOR QUANTUM LATTICE SYSTEMS, Fokker-Planck equations with terminal condition and related McKean probabilistic representation, Invertibility of adapted perturbations of the identity on abstract Wiener space, Differentiable measures and the Malliavin calculus, Large deviations in the Langevin dynamics of a random field Ising model., Large deviations and stationary measures for interacting particle systems

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