论文信息 - On the transformation of diffusion processes into the Wiener process

On the transformation of diffusion processes into the Wiener process

Abstract Necessary and sufficient conditions for transforming into the Wiener process a one-dimensional diffusion process descibed by a Kolmogorov or by a Langevin equation are provided, and the transformation is determined. The relationship of these conditions with the criterion due to Cherkasov is exploited. A few examples are discussed.

Luigi M. Ricciardi

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