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Abstract
www.elsevier.com/locate/spa Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts Sylvie Roelly a,,1, Miche ` le Thieullen
Topics:
Reciprocal processes, Stochastic bridge, Mixture of bridges, Integration by parts formula, Malliavin calculus, Entropy, Time reversal, Reversible process
Year: 2005
OAI identifier:
oai:CiteSeerX.psu:10.1.1.180.7445
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