An application of flows to time shift and time reversal in stochastic processes
نویسندگان
چکیده
منابع مشابه
Time Reversal of Volterra Processes Driven Stochastic Differential Equations
We consider stochastic differential equations driven by some Volterra processes. Under time reversal, these equations are transformed into past dependent stochastic differential equations driven by a standard Brownian motion. We are then in position to derive existence and uniqueness of solutions of the Volterra driven SDE considered at the beginning.
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1985
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-1985-0768728-8