On the transformation of diffusion processes into the Wiener process

DOI10.1016/0022-247X(76)90244-4zbMath0361.60043OpenAlexW2026549506MaRDI QIDQ1239531

Publication date: 1976

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(76)90244-4

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

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Cites Work