On the Transformation of Diffusion Processes into the Wiener Process (Q3894738)
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scientific article; zbMATH DE number 3701891
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| English | On the Transformation of Diffusion Processes into the Wiener Process |
scientific article; zbMATH DE number 3701891 |
Statements
On the Transformation of Diffusion Processes into the Wiener Process (English)
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1980
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Kolmogorov equation
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Wiener process
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parabolic partial differential equation
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Lie group
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