Time reversal and reflected diffusions

We extend Föllmer's results on time reversal on Wiener space to the case of some reflected diffusions.

Year of publication:	1997
Authors:	Petit, Frédérique
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 69.1997, 1, p. 25-53
Publisher:	Elsevier
Keywords:	Time reversal Entropy Reflected Brownian motion

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

Persistent link: https://www.econbiz.de/10008874170