Reverse-time diffusion equation models

Reverse-time stochastic diffusion equation models are defined and it is shown how most processes defined via a forward-time or conventional diffusion equation model have an associated reverse-time model.

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Year of publication:	1982
Authors:	Anderson, Brian D.O.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 12.1982, 3, p. 313-326
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873759