Integration by Parts and Time Reversal for Diffusion Processes
Millet, A. ; Nualart, D. ; Sanz, M.
Ann. Probab., Tome 17 (1989) no. 4, p. 208-238 / Harvested from Project Euclid
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In this paper we obtain necessary and sufficient conditions for the reversibility of the diffusion property, assuming the existence of a density at every time $t$. The proofs are based on techniques of the stochastic calculus of variations.
Publié le : 1989-01-14
Classification:  Time reversal,  diffusions,  integration by parts formula,  60J60 
@article{1176991505,
     author = {Millet, A. and Nualart, D. and Sanz, M.},
     title = {Integration by Parts and Time Reversal for Diffusion Processes},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 208-238},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991505}
}

Millet, A.; Nualart, D.; Sanz, M. Integration by Parts and Time Reversal for Diffusion Processes. Ann. Probab., Tome 17 (1989) no. 4, pp.  208-238. http://gdmltest.u-ga.fr/item/1176991505/