TY  - GEN
A1  - Roelly, Sylvie
A1  - Thieullen, Michèle
T1  - Duality formula for the bridges of a Brownian diffusion : application to gradient drifts
N2  - 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 characterization of gradient diffusions by a duality formula and, in case of reversibility, a generalization of a result of Kolmogorov.
KW  - reciprocal processes
KW  - stochastic bridge
KW  - mixture of bridges
KW  - integration by parts formula
KW  - Malliavin calculus
KW  - entropy
KW  - time reversal
Y1  - 2005
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-6710
ER  -