A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT

• 28 January 1974
• journal article
• Published by Steklov Mathematical Institute in Mathematics of the USSR-Sbornik
• Vol. 22  (1) , 129-149
• https://doi.org/10.1070/sm1974v022n01abeh001689

Abstract

Keywords

• DIFFUSION PROCESS
• PHASE SPACE
• TRANSFORMATION
• PROCESS THAT REMOVES
• REMOVES THE DRIFT