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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"mixture off bridges"" "subject:"mixture oof bridges""

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Duality formula for the bridges of a Brownian diffusion : application to gradient drifts

Roelly, Sylvie, Thieullen, Michèle January 2005 (has links)
In this paper, we consider families of time Markov fields (or reciprocal classes) which have the same bridges as a Brownian diffusion. We characterize each class as the set of solutions of an integration by parts formula on the space of continuous paths C[0; 1]; R-d) Our techniques provide a characterization of gradient diffusions by a duality formula and, in case of reversibility, a generalization of a result of Kolmogorov.
reciprocal processes
stochastic bridge
mixture of bridges
integration by parts formula
Malliavin calculus
entropy
time reversal
Mathematics

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