Abstract
Reverse-time stochastic diffusion equation models are defined and it is shown how most processes defined via a forward-time or conventional diffusion equation model have an associated reverse-time model.
Original language | English |
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Pages (from-to) | 313-326 |
Number of pages | 14 |
Journal | Stochastic Processes and their Applications |
Volume | 12 |
Issue number | 3 |
DOIs | |
Publication status | Published - May 1982 |
Externally published | Yes |