AbstractSuitable conditions are given under which a diffusion process with a boundary condition remains a diffusion process (with a boundary condition) after time reversal. Such conditions are directly connected with the existence and smoothness of densities for the associated semi group. Also, previous results on this subject are extended
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
AbstractSuitable conditions are given under which a diffusion process with a boundary condition rema...
AbstractThe paper considers a diffusion evolving in Rn. The stochastic differential equations giving...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176991505.In this...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176991505.In this...
AbstractWe extend Föllmer's results on time reversal on Wiener space to the case of some reflected d...
AbstractLet I be a countable index set, and let P be a probability measure on C[0, 1]I such that the...
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integ...
AbstractWe consider a reaction–diffusion equation in a bounded domain O⊂Rd, driven by a space–time w...
We study a stochastic differential equation (SDE) describing a class of mean-reverting diffusions on...
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integ...
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
AbstractSuitable conditions are given under which a diffusion process with a boundary condition rema...
AbstractThe paper considers a diffusion evolving in Rn. The stochastic differential equations giving...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176991505.In this...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176991505.In this...
AbstractWe extend Föllmer's results on time reversal on Wiener space to the case of some reflected d...
AbstractLet I be a countable index set, and let P be a probability measure on C[0, 1]I such that the...
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integ...
AbstractWe consider a reaction–diffusion equation in a bounded domain O⊂Rd, driven by a space–time w...
We study a stochastic differential equation (SDE) describing a class of mean-reverting diffusions on...
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integ...
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
International audienceMotivated by entropic optimal transport, time reversal of diffusion processes ...
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