TIME-REVERSAL OF INFINITE-DIMENSIONAL DIFFUSIONS

被引:25
作者
FOLLMER, H [1 ]
WAKOLBINGER, A [1 ]
机构
[1] JOHANNES KEPLER UNIV,INST MATH,A-4040 LINZ,AUSTRIA
关键词
D O I
10.1016/0304-4149(86)90114-6
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:59 / 77
页数:19
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