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Time reversal on Wiener space

Part of the Lecture Notes in Mathematics book series (LNM,volume 1158)

Keywords

  • Stochastic Differential Equation
  • Wiener Process
  • Time Reversal
  • Wiener Space
  • Duality Equation

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References

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© 1986 Springer-Verlag

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Föllmer, H. (1986). Time reversal on Wiener space. In: Albeverio, S.A., Blanchard, P., Streit, L. (eds) Stochastic Processes — Mathematics and Physics. Lecture Notes in Mathematics, vol 1158. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0080212

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  • DOI: https://doi.org/10.1007/BFb0080212

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15998-8

  • Online ISBN: 978-3-540-39703-8

  • eBook Packages: Springer Book Archive