Duality formula for the bridges of a Brownian diffusion : application to gradient drifts
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 charact...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Universität Potsdam
2005
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| Subjects: | |
| Online Access: | http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-6710 http://opus.kobv.de/ubp/volltexte/2006/671/ |