On the Transformation of Diffusion Processes into the Wiener Process
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Publication:3894738
DOI10.1137/0139021zbMath0448.60056OpenAlexW2035360021MaRDI QIDQ3894738
Publication date: 1980
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0139021
Diffusion processes (60J60) Invariance and symmetry properties for PDEs on manifolds (58J70) Geometric theory, characteristics, transformations in context of PDEs (35A30) Second-order parabolic equations (35K10)
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