Time reversal for infinite-dimensional diffusions

DOI10.1007/BF00339991zbMath0659.60107MaRDI QIDQ1112463

David Nualart, Annie Millet, Marta Sanz-Solé

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stochastic calculus of variationsinfinite-dimensional systems of stochastic differential equationsreversibility of the diffusion property

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (9)

Time-reversal in hyperbolic s. p. d. e. 's ⋮ A Gibson approach to infinite-dimensional Brownian diffusions ⋮ A nonsmooth chain rule for malliavin's derivative operator ⋮ Interacting Brownian particles and Gibbs fields on pathspaces ⋮ STOCHASTIC EQUATIONS AND DIRICHLET OPERATORS ON INFINITE PRODUCT MANIFOLDS ⋮ Application of Malliavin calculus to a class of stochastic differential equations ⋮ Differentiable measures and the Malliavin calculus ⋮ Malliavin calculus with time dependent coefficients applied to a class of stochastic differential equations ⋮ Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise

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