AbstractReverse-time stochastic diffusion equation models are defined and it is shown how most processes defined via a forward-time or conventional diffusion equation model have an associated reverse-time model
In this paper we carry over the concept of reverse probabilistic representations developed in Milste...
We present forward-backward stochastic semigroup formulae to analyse the difference of diffusion flo...
AbstractWe investigate which type of diffusion equation is most appropriate to describe the time evo...
Reverse-time stochastic diffusion equation models are defined and it is shown how most processes def...
AbstractReverse-time stochastic diffusion equation models are defined and it is shown how most proce...
AbstractThe paper considers a diffusion evolving in Rn. The stochastic differential equations giving...
Abstract: Reversal of the time direction in stochastic systems driven by white noise has been of cen...
We present a backward diffusion flow (i.e. a backward-in-time stochastic differential equation) whos...
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integ...
In this paper we carry over the concept of reverse probabilistic representations developed in Milste...
AbstractIn this paper we carry over the concept of reverse probabilistic representations developed i...
Reversal of the time direction in stochastic systems driven by white noise has been of central impor...
We extend Föllmer's results on time reversal on Wiener space to the case of some reflected diffusion...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176991505.In this...
In this paper we carry over the concept of reverse probabilistic representations developed in Milste...
We present forward-backward stochastic semigroup formulae to analyse the difference of diffusion flo...
AbstractWe investigate which type of diffusion equation is most appropriate to describe the time evo...
Reverse-time stochastic diffusion equation models are defined and it is shown how most processes def...
AbstractReverse-time stochastic diffusion equation models are defined and it is shown how most proce...
AbstractThe paper considers a diffusion evolving in Rn. The stochastic differential equations giving...
Abstract: Reversal of the time direction in stochastic systems driven by white noise has been of cen...
We present a backward diffusion flow (i.e. a backward-in-time stochastic differential equation) whos...
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integ...
In this paper we carry over the concept of reverse probabilistic representations developed in Milste...
AbstractIn this paper we carry over the concept of reverse probabilistic representations developed i...
Reversal of the time direction in stochastic systems driven by white noise has been of central impor...
We extend Föllmer's results on time reversal on Wiener space to the case of some reflected diffusion...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176991505.In this...
In this paper we carry over the concept of reverse probabilistic representations developed in Milste...
We present forward-backward stochastic semigroup formulae to analyse the difference of diffusion flo...
AbstractWe investigate which type of diffusion equation is most appropriate to describe the time evo...
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