On the Transformation of Diffusion Processes into the Wiener Process
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Cited in
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- Lie symmetries of some equations of the Fokker–Planck type
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- Gaussian decay of harmonic oscillators and related models
- Continuous symmetries of three-dimensional diffusion equations
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- Three dimensional distribution of Brownian motion extrema
- Complete Invariant Characterization of Scalar Linear (1+1) Parabolic Equations
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