Summary
In this paper we analize the reversibility of the diffusion property for the solution of certain infinite-dimensional systems of stochastic differential equations. Necessary and sufficient conditions ensuring this reversibility are given. The proofs use the techniques of the stochastic calculus of variations.
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This work was partly done when the first author was visiting the “Centre de Recerca Matemàtica” at Barcelona
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Millet, A., Nualart, D. & Sanz, M. Time reversal for infinite-dimensional diffusions. Probab. Th. Rel. Fields 82, 315–347 (1989). https://doi.org/10.1007/BF00339991
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DOI: https://doi.org/10.1007/BF00339991