Föllmer, H.; Wakolbinger, A. - In: Stochastic Processes and their Applications 22 (1986) 1, pp. 59-77
Let I be a countable index set, and let P be a probability measure on C[0, 1]I such that the coordinate process satisfies an infinite-dimensional stochastic differential equation dX = dW+b(X,t)dt. In contrast to the finite-dimensional case, the time reversed process cannot always be described by...