Time reversal for infinite-dimensional diffusions |
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| Authors: | Annie Millet David Nualart Marta Sanz |
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| Institution: | (1) Faculté des Sciences, Université d'Angers, 2 Bd Lavoisier, F-49045 Angers, France;(2) Facultat de Matemàtiques, Universitat de Barcelona, Gran Via 585, E-08007 Barcelona, Spain |
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| Abstract: | Summary In this paper we analize the reversibility of the diffusion property for the solution of certain infinite-dimensional systems of stochastic differential equations. Necessary and sufficient conditions ensuring this reversibility are given. The proofs use the techniques of the stochastic calculus of variations.This work was partly done when the first author was visiting the  Centre de Recerca Matemàtica at Barcelona |
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