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Time reversal for infinite-dimensional diffusions
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  • Published: August 1989

Time reversal for infinite-dimensional diffusions

  • Annie Millet1,
  • David Nualart2 &
  • Marta Sanz2 

Probability Theory and Related Fields volume 82, pages 315–347 (1989)Cite this article

  • 275 Accesses

  • 13 Citations

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Summary

In this paper we analize the reversibility of the diffusion property for the solution of certain infinite-dimensional systems of stochastic differential equations. Necessary and sufficient conditions ensuring this reversibility are given. The proofs use the techniques of the stochastic calculus of variations.

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Author information

Authors and Affiliations

  1. Faculté des Sciences, Université d'Angers, 2 Bd Lavoisier, F-49045, Angers, France

    Annie Millet

  2. Facultat de Matemàtiques, Universitat de Barcelona, Gran Via 585, E-08007, Barcelona, Spain

    David Nualart & Marta Sanz

Authors
  1. Annie Millet
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  2. David Nualart
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  3. Marta Sanz
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Additional information

This work was partly done when the first author was visiting the “Centre de Recerca Matemàtica” at Barcelona

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Cite this article

Millet, A., Nualart, D. & Sanz, M. Time reversal for infinite-dimensional diffusions. Probab. Th. Rel. Fields 82, 315–347 (1989). https://doi.org/10.1007/BF00339991

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  • Received: 22 February 1988

  • Issue Date: August 1989

  • DOI: https://doi.org/10.1007/BF00339991

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Keywords

  • Differential Equation
  • Stochastic Process
  • Probability Theory
  • Statistical Theory
  • Stochastic Differential Equation
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