Dynamical properties and characterization of gradient drift diffusions.

Darses, Sébastian; Nourdin, Ivan

Electronic Communications in Probability [electronic only] (2007)

  • Volume: 12, page 390-400
  • ISSN: 1083-589X

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Darses, Sébastian, and Nourdin, Ivan. "Dynamical properties and characterization of gradient drift diffusions.." Electronic Communications in Probability [electronic only] 12 (2007): 390-400. <http://eudml.org/doc/128290>.

@article{Darses2007,
author = {Darses, Sébastian, Nourdin, Ivan},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {time reversal; Nelson stochastic derivatives; Kolmogorov theorem; reversible diffusion; stationary diffusion; martingale problem},
language = {eng},
pages = {390-400},
publisher = {University of Washington},
title = {Dynamical properties and characterization of gradient drift diffusions.},
url = {http://eudml.org/doc/128290},
volume = {12},
year = {2007},
}

TY - JOUR
AU - Darses, Sébastian
AU - Nourdin, Ivan
TI - Dynamical properties and characterization of gradient drift diffusions.
JO - Electronic Communications in Probability [electronic only]
PY - 2007
PB - University of Washington
VL - 12
SP - 390
EP - 400
LA - eng
KW - time reversal; Nelson stochastic derivatives; Kolmogorov theorem; reversible diffusion; stationary diffusion; martingale problem
UR - http://eudml.org/doc/128290
ER -

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