Darboux transformation of diffusion processes

DOI10.3842/SIGMA.2025.099MaRDI QIDQ6877063zbMATH OpenFDO

Authors A. M. Kuznetsov, Minjian Yuan

Publication date 9 January 2026

Published in SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

Markov semigroupdiffusion processesSturm-Liouville theorySiegmund dualityDarboux transformDoob's transform

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

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