𝔖 Bobbio Scriptorium
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Reverse time diffusions

✍ Scribed by Robert J. Elliott; Brian D.O. Anderson


Book ID
107950195
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
653 KB
Volume
19
Category
Article
ISSN
0304-4149

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Time Reversal for Gap Diffusions with No
✍ Matthias Weber πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 318 KB

## Abstract We consider the infinitesimal generator of the time reversal of a time‐homogeneous one‐dimensional gap diffusion with state space [0, 1] given by the infinitesimal generator __A^o^__ = d__D~s~^+^ ‐__ d__k /__ d__m__ with nonlocal boundary conditions of Feller‐Wentzell‐type. This leads t