On the transformation of diffusion processes into the Wiener process
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Publication:1239531
DOI10.1016/0022-247X(76)90244-4zbMath0361.60043OpenAlexW2026549506MaRDI QIDQ1239531
Publication date: 1976
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-247x(76)90244-4
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Cites Work
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- A study of some diffusion models of population growth
- Stochastic processes and filtering theory
- Two singular diffusion problems
- The parabolic differential equations and the associated semigroups of transformation
- The Brownian movement and stochastic equations
- Diffusion Processes in One Dimension
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