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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Time reversal of finite and infinite dimensional diffusion processes

## Time reversal of finite and infinite dimensional diffusion processesAdd to your list(s) Download to your calendar using vCal - Annie Millet (Université Paris 1)
- Tuesday 16 July 2024, 11:00-12:00
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If you have a question about this talk, please contact nobody. DMLW01 - International workshop on diffusions in machine learning: foundations, generative models, and optimisation We study finite dimensional diffusion processes (Xt, t ∈ [0, 1]) such that Xt has a density for every t > 0. We give a necessary and sufficient condition for the time reversed process (Yt = X1−t, t ∈ [0, 1]) to be a diffusion, and identify its diffusion and drift coefficients. We prove similar results for a diffusion (Xit, i ∈ Z, t ∈ [0, 1]) solution to an infinite dimensional system of SDEs. The proofs use stochastic calculus of variations; this is joint work with D. Nualart and M. Sanz-Sol´e. This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
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