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.
| Identifer | oai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:671 |
| Date | January 2005 |
| Creators | Roelly, Sylvie, Thieullen, Michèle |
| Publisher | Universität Potsdam, Mathematisch-Naturwissenschaftliche Fakultät. Institut für Mathematik, Extern. Extern |
| Source Sets | Potsdam University |
| Language | English |
| Detected Language | English |
| Type | Postprint |
| Format | application/pdf |
| Source | Stochastic Processes and their Applications. - 115 (2005), 10, S. 1677 - 1700 |
| Rights | http://opus.kobv.de/ubp/doku/urheberrecht.php |
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