Reverse-time diffusion equation models

Brian D.O. Anderson

doi:10.1016/0304-4149(82)90051-5

Reverse-time diffusion equation models

Brian D.O. Anderson^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

743 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 language	English
Pages (from-to)	313-326
Number of pages	14
Journal	Stochastic Processes and their Applications
Volume	12
Issue number	3
DOIs	https://doi.org/10.1016/0304-4149(82)90051-5
Publication status	Published - May 1982
Externally published	Yes

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10.1016/0304-4149(82)90051-5

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title = "Reverse-time diffusion equation models",

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.",

author = "Anderson, \{Brian D.O.\}",

year = "1982",

month = may,

doi = "10.1016/0304-4149(82)90051-5",

language = "English",

volume = "12",

pages = "313--326",

journal = "Stochastic Processes and their Applications",

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AU - Anderson, Brian D.O.

PY - 1982/5

Y1 - 1982/5

N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/0346282624

U2 - 10.1016/0304-4149(82)90051-5

DO - 10.1016/0304-4149(82)90051-5

M3 - Article

AN - SCOPUS:0346282624

SN - 0304-4149

VL - 12

SP - 313

EP - 326

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 3

ER -

Reverse-time diffusion equation models

Abstract

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