Time reversal of diffusion processes with a boundary condition

Patrick Cattiaux

Stochastic Processes and their Applications, 1988, vol. 28, issue 2, 275-292

Abstract: Suitable conditions are given under which a diffusion process with a boundary condition remains a diffusion process (with a boundary condition) after time reversal. Such conditions are directly connected with the existence and smoothness of densities for the associated semi group. Also, previous results on this subject are extended.

Keywords: diffusion; processes; time; reversal; boundary; conditions; density; conditions (search for similar items in EconPapers)
Date: 1988
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