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Time reversal of gap diffusions

  • Stochastic Equations And Diffusions. Approximation Of Diffusions
  • Conference paper
  • First Online:
Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 96))

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References

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Author information

Authors and Affiliations

  1. Sektion Mathematik der TU Dresden, Mommsenstr. 13, 8027, Dresden, DDR

    H. Langer & W. Schenk

Authors
  1. H. Langer
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  2. W. Schenk
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Editor information

Hans Jürgen Engelbert Wolfgang Schmidt

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© 1987 Springer-Verlag

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Langer, H., Schenk, W. (1987). Time reversal of gap diffusions. In: Engelbert, H.J., Schmidt, W. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 96. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0038931

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  • DOI: https://doi.org/10.1007/BFb0038931

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18010-4

  • Online ISBN: 978-3-540-47245-2

  • eBook Packages: Springer Book Archive

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