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Time reversal of infinite-dimensional diffusions

✍ Scribed by H. Föllmer; A. Wakolbinger

Publisher: Elsevier Science
Year: 1986
Tongue: English
Weight: 1022 KB
Volume: 22
Category: Article
ISSN: 0304-4149
DOI: 10.1016/0304-4149(86)90114-6

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## 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