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Publication:3217386
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zbMath0554.60073MaRDI QIDQ3217386

Ulrich G. Haussmann, Etienne Pardoux

Publication date: 1985


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time-reversed martingale problem


Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)


Related Items (4)

The Novikov and entropy conditions of multidimensional diffusion processes with singular drift ⋮ Time reversal of infinite-dimensional diffusions ⋮ On bounded entropy of solutions of multi-dimensional stochastic differential equations ⋮ Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited




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