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Dokl. Akad. Nauk SSSR, 1986, Volume 287, Number 6, Pages 1329–1334 (Mi dan8635)  

MATHEMATICS

Transformation of a one-dimensional diffusion process into a Wiener process applying a random change of the phase space

I. D. Cherkasov

Saratov State University

Full text: PDF file (677 kB)

Bibliographic databases:
UDC: 519.21
Presented: Ю. В. Прохоров
Received: 25.03.1985

Citation: I. D. Cherkasov, “Transformation of a one-dimensional diffusion process into a Wiener process applying a random change of the phase space”, Dokl. Akad. Nauk SSSR, 287:6 (1986), 1329–1334

Citation in format AMSBIB
\Bibitem{Che86}
\by I.~D.~Cherkasov
\paper Transformation of a one-dimensional diffusion process into a
Wiener process applying a random change of the phase space
\jour Dokl. Akad. Nauk SSSR
\yr 1986
\vol 287
\issue 6
\pages 1329--1334
\mathnet{http://mi.mathnet.ru/dan8635}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=838824}
\zmath{https://zbmath.org/?q=an:0607.60044}


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