Reverse-time diffusion equation models

Brian D.O. Anderson*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

392 Citations (Scopus)

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 languageEnglish
Pages (from-to)313-326
Number of pages14
JournalStochastic Processes and their Applications
Volume12
Issue number3
DOIs
Publication statusPublished - May 1982
Externally publishedYes

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