On the transformation of diffusion equations and boundaries into the Kolmogorov equation for the Wiener process
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Publication:684374
zbMATH Open0776.60104MaRDI QIDQ684374FDOQ684374
Authors: L. M. Ricciardi, Laura Sacerdote
Publication date: 13 September 1993
Published in: Ricerche di Matematica (Search for Journal in Brave)
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- Langevin equation with multiplicative white noise: transformation of diffusion processes into the Wiener process in different prescriptions
- Stochastic integrate and fire models: a review on mathematical methods and their applications
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