A characterization of reciprocal processes via an integration by parts formula on the path space
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Publication:1849494
DOI10.1007/s004400100184zbMath1007.60023OpenAlexW2089580408MaRDI QIDQ1849494
Michèle Thieullen, Sylvie Roelly
Publication date: 1 December 2002
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400100184
integration by parts formulastochastic Newton equationreciprocal processstochastic bridgestochastic differential equation with boundary conditions
Random fields (60G60) Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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