Pages that link to "Item:Q3894738"

The following pages link to On the Transformation of Diffusion Processes into the Wiener Process (Q3894738):

Displaying 35 items.

• Analysis of reflected diffusions via an exponential time-based transformation (Q310026) (← links)
• A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123) (← links)
• Ibragimov-type invariants for a system of two linear parabolic equations (Q446061) (← links)
• Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
• Generating integrable one dimensional driftless diffusions (Q857067) (← links)
• Fundamental solutions to Kolmogorov equations via reduction to canonical form (Q955495) (← links)
• On the equivalence of Lie symmetries and group representations (Q984435) (← links)
• Continuous symmetries of three-dimensional diffusion equations (Q1071174) (← links)
• Nonlocal transformations of Kolmogorov equations into the backward heat equation (Q1433352) (← links)
• On the similarity solutions for the free Kramer equation. I (Q1908257) (← links)
• A note on the distribution of multivariate Brownian extrema (Q2019190) (← links)
• Mapping method of group classification (Q2134423) (← links)
• Lie symmetry methods for local volatility models (Q2175338) (← links)
• How symmetries yield non-invertible mappings of linear partial differential equations (Q2207655) (← links)
• On the construction of a special class of time-inhomogeneous diffusion processes (Q2328730) (← links)
• Gaussian decay of harmonic oscillators and related models (Q2401819) (← links)
• Solution and asymptotic/blow-up behaviour of a class of nonlinear dissipative systems (Q2465876) (← links)
• Conservation laws and potential symmetries of linear parabolic equations (Q2467533) (← links)
• Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
• Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes (Q3067846) (← links)
• OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS (Q3304213) (← links)
• Discrete ordinate solution of a Fokker-Planck equation in laser physics (Q3709832) (← links)
• Lie symmetries of some equations of the Fokker–Planck type (Q3719166) (← links)
• On form-preserving transformations for the time-dependent Schrödinger equation (Q4270343) (← links)
• Resonance Broadening Theory of Farley-Buneman Turbulence in the Auroral E-Region (Q4498551) (← links)
• Equivalence and symmetries for variable coefficient linear heat type equations. I (Q4565427) (← links)
• Option pricing with Weyl–Titchmarsh theory (Q4610252) (← links)
• The equivalence problem for the heat equation (Q4746164) (← links)
• On the first hitting time density for a reducible diffusion process (Q4991054) (← links)
• Nonlocal Extensions of Similarity Methods (Q5346957) (← links)
• Complete Invariant Characterization of Scalar Linear (1+1) Parabolic Equations (Q5346960) (← links)
• Exact Time Dependent Solutions to (1+1) Fokker-Planck Equation via Linearizing Transformations to the Ito Equations (Q5346972) (← links)
• Three dimensional distribution of Brownian motion extrema (Q5410811) (← links)
• Symmetry-based algorithms to relate partial differential equations: I. Local symmetries (Q5749669) (← links)
• Extended symmetry analysis of remarkable (1+2)-dimensional Fokker–Planck equation (Q6049387) (← links)