On the Transformation of Diffusion Processes into the Wiener Process
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(36)- Continuous symmetries of three-dimensional diffusion equations
- Nonlocal transformations of Kolmogorov equations into the backward heat equation
- On the similarity solutions for the free Kramer equation. I
- A note on the distribution of multivariate Brownian extrema
- Mapping method of group classification
- Lie symmetry methods for local volatility models
- How symmetries yield non-invertible mappings of linear partial differential equations
- On the construction of a special class of time-inhomogeneous diffusion processes
- Gaussian decay of harmonic oscillators and related models
- Solution and asymptotic/blow-up behaviour of a class of nonlinear dissipative systems
- Conservation laws and potential symmetries of linear parabolic equations
- Crossing probabilities for diffusion processes with piecewise continuous boundaries
- Linear and nonlinear boundary crossing probabilities for Brownian motion and related processes
- Analysis of reflected diffusions via an exponential time-based transformation
- Old problems, classical methods, new solutions
- A copula-based method to build diffusion models with prescribed marginal and serial dependence
- Discrete ordinate solution of a Fokker-Planck equation in laser physics
- Lie symmetries of some equations of the Fokker–Planck type
- On form-preserving transformations for the time-dependent Schrödinger equation
- Ibragimov-type invariants for a system of two linear parabolic equations
- Resonance Broadening Theory of Farley-Buneman Turbulence in the Auroral E-Region
- Equivalence and symmetries for variable coefficient linear heat type equations. I
- Option pricing with Weyl-Titchmarsh theory
- The equivalence problem for the heat equation
- On the first hitting time density for a reducible diffusion process
- Nonlocal Extensions of Similarity Methods
- Complete Invariant Characterization of Scalar Linear (1+1) Parabolic Equations
- Exact time dependent solutions to (1+1) Fokker-Planck equation via linearizing transformations to the Itô equations
- Three dimensional distribution of Brownian motion extrema
- Symmetry-based algorithms to relate partial differential equations: I. Local symmetries
- Extended symmetry analysis of remarkable (1+2)-dimensional Fokker–Planck equation
- Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes
- Lie symmetries methods in boundary crossing problems for diffusion processes
- Generating integrable one dimensional driftless diffusions
- Fundamental solutions to Kolmogorov equations via reduction to canonical form
- On the equivalence of Lie symmetries and group representations
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