Table of Contents
International Journal of Stochastic Analysis
Volume 2013, Article ID 790709, 13 pages
Research Article

Time Reversal of Volterra Processes Driven Stochastic Differential Equations

Institut Telecom-Telecom ParisTech-CNRS LTCI, 75013 Paris, France

Received 18 June 2012; Accepted 27 December 2012

Academic Editor: Ciprian A. Tudor

Copyright © 2013 L. Decreusefond. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


We consider stochastic differential equations driven by some Volterra processes. Under time reversal, these equations are transformed into past-dependent stochastic differential equations driven by a standard Brownian motion. We are then in position to derive existence and uniqueness of solutions of the Volterra driven SDE considered at the beginning.