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Time Reversal of Diffusions
Article Properties
DOI (url)
10.1214/aop/1176992362
Publication Date
1986/10/01
Journal
The Annals of Probability
Indian UGC (journal)
Citations
97
U. G.
Haussmann
E.
Pardoux
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
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The large-time and vanishing-noise limits for entropy production in nondegenerate diffusions
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
Science: Mathematics: Probabilities. Mathematical statistics
Science: Mathematics
2024
Diffusion Schrödinger Bridges for Bayesian Computation
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2024
The entropy production of stationary diffusions
Abstract
Journal of Physics A: Mathematical and Theoretical
Science: Physics
Science: Mathematics
Science: Physics
1
2023
Time reversal of diffusion processes under a finite entropy condition
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
Science: Mathematics: Probabilities. Mathematical statistics
Science: Mathematics
2023
A trajectorial approach to relative entropy dissipation of McKean–Vlasov diffusions: Gradient flows and HWBI inequalities
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Citations Analysis
Category
Category Repetition
Science: Mathematics
64
Science: Mathematics: Probabilities. Mathematical statistics
31
Science: Physics
30
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
11
Social Sciences: Finance
5
Social Sciences: Economic theory. Demography: Economics as a science
5
Social Sciences: Commerce: Business
5
Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics
4
Science: Chemistry: Physical and theoretical chemistry
3
Technology: Chemical technology
3
Technology: Electrical engineering. Electronics. Nuclear engineering: Materials of engineering and construction. Mechanics of materials
3
Technology: Engineering (General). Civil engineering (General)
3
Technology: Mechanical engineering and machinery
3
Social Sciences: Statistics
3
Science: Astronomy: Astrophysics
2
Science: Physics: Electricity and magnetism: Electricity: Plasma physics. Ionized gases
2
Science: Science (General)
1
Science: Biology (General)
1
Science: Chemistry
1
Science: Chemistry: General. Including alchemy
1
Technology: Technology (General): Industrial engineering. Management engineering
1
Science: Science (General): Cybernetics: Information theory
1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks
1
Technology: Technology (General): Industrial engineering. Management engineering: Information technology
1
Technology: Electrical engineering. Electronics. Nuclear engineering: Telecommunication
1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science
1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics
1
Social Sciences: Commerce: Business: Accounting. Bookkeeping
1
Philosophy. Psychology. Religion: Philosophy (General)
1
The category
Science: Mathematics
64
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled
Time reversal of diffusion processes with a boundary condition
and was published in 1988. The most recent citation comes from a 2024 study titled
The large-time and vanishing-noise limits for entropy production in nondegenerate diffusions
. This article reached its peak citation in 2021, with 12 citations. It has been cited in 60 different journals,
3%
of which are open access. Among related journals, the
Stochastic Processes and their Applications
cited this research the most, with 8 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year