Description of a stochastic system by a nonadapted stochastic process

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling between forward and backward variables, and it is well suited for situations in which initial and final conditions are imposed on different components of the system, and the coupling between those components is weak. The form of the stochastic equations in our approach is determined by requiring that they generate the same statistics obtained in a forward description of the dynamics. Numerical tests are carried out on a few simple two-degrees-of-freedom systems. The merit and the difficulties of the approach are discussed and compared to more traditional strategies based on transition path sampling and simple shooting algorithms.