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)

Full work available at URL https://doi.org/10.3842/SIGMA.2025.099

zbMATH Keywords

Darboux transformdiffusion processesDoob's transformMarkov semigroupSiegmund dualitySturm-Liouville theory

Mathematics Subject Classification ID

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

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Cited in

(1)

• Classification of exceptional Jacobi polynomials

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