Time Reversal of Diffusion Processes in Hilbert Spaces and Manifolds

Belopolskaya, Ya.

doi:10.1007/978-1-4612-0209-7_6

Ya. Belopolskaya⁴

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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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Authors and Affiliations

St. Petersburg Architecture Building University, St. Petersburg, Russia
Ya. Belopolskaya

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Ya. Belopolskaya
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Department of Mathematics and Statistics, McMaster University, 1280 Main Street West, Hamilton, Ontario, L8S 4K1, Canada
N. Balakrishnan
Department of Mathematics and Mechanics, St. Petersburg State University, St. Petersburg, Russia
I. A. Ibragimov & V. B. Nevzorov &

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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
eBook Packages: Springer Book Archive

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