On the Transformation of Diffusion Processes into the Wiener Process
- 1 October 1980
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 39 (2) , 238-247
- https://doi.org/10.1137/0139021
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On the transformation of diffusion processes into the Wiener processJournal of Mathematical Analysis and Applications, 1976
- Similarity Methods for Differential EquationsPublished by Springer Nature ,1974
- On the Transformation of the Diffusion Process to a Wiener ProcessTheory of Probability and Its Applications, 1957
- ber die analytischen Methoden in der WahrscheinlichkeitsrechnungMathematische Annalen, 1931