On the Transformation of Diffusion Processes into the Wiener Process (Q3894738): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q798786 |
Changed an Item |
||
Property / author | |||
Property / author: George W. Bluman / rank | |||
Normal rank |
Revision as of 06:50, 21 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Transformation of Diffusion Processes into the Wiener Process |
scientific article |
Statements
On the Transformation of Diffusion Processes into the Wiener Process (English)
0 references
1980
0 references
Kolmogorov equation
0 references
Wiener process
0 references
parabolic partial differential equation
0 references
Lie group
0 references