• Title of article

    Time reversal and reflected diffusions

  • Author/Authors

    Petit، نويسنده , , Frédérique، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    29
  • From page
    25
  • To page
    53
  • Abstract
    We extend Fِllmerʹs results on time reversal on Wiener space to the case of some reflected diffusions.
  • Keywords
    60H10 , time reversal , 60J65 , 60J60 , entropy , Reflected Brownian motion , 60J55
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1997
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576096