Abstract
We describe some results of the theory of diffusion processes in infinite dimensional Hilbert spaces and manifolds and apply them to investigation of invariant measures and time reversal of diffusion processes.
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References
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© 2001 Springer Science+Business Media New York
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Belopolskaya, Y. (2001). Time Reversal of Diffusion Processes in Hilbert Spaces and Manifolds. In: Balakrishnan, N., Ibragimov, I.A., Nevzorov, V.B. (eds) Asymptotic Methods in Probability and Statistics with Applications. Statistics for Industry and Technology. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0209-7_6
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DOI: https://doi.org/10.1007/978-1-4612-0209-7_6
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6663-1
Online ISBN: 978-1-4612-0209-7
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