Time Reversal of Solutions of Equations Driven by Lévy Processes

  • P. Sundar
Part of the Progress in Probability book series (PRPR, volume 27)


Time reversal of solutions of stochastic differential equations driven by Lévy processes is shown under suitable hypotheses. Possible weakening of the sufficient conditions for time reversal is briefly discussed.


Stochastic Differential Equation Time Reversal Markov Property Poisson Random Measure Stochastic Flow 
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Copyright information

© Springer Science+Business Media New York 1992

Authors and Affiliations

  • P. Sundar
    • 1
  1. 1.Department of MathematicsLouisiana State UniversityBaton Rouge

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