Time reversal of diffusion processes with a boundary condition
type: Item
instance of: scholarly article
title: Time reversal of diffusion processes with a boundary condition
zbMATH Open document ID: 0652.60083
DOI: 10.1016/0304-4149(88)90101-9
author: Patrick Cattiaux
published in: Stochastic Processes and their Applications
publication date: 1988-01-01T00:00:00Z
review text: Sufficient conditions are given under which a diffusion process with Ventcel boundary conditions has smooth density of the transition probability and remains a diffusion process with Ventcel boundary conditions after time reversal.
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 4064203
zbMATH Keywords: Ventcel boundary conditions
zbMATH Keywords: smooth density of the transition probability
zbMATH Keywords: time reversal
reviewed by: Henrikas Pragarauskas
MaRDI profile type: Publication
full work available at URL: 0304-4149(88)90101-9
OpenAlex ID: W2046243596
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description: scientific article; zbMATH DE number 4064203