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, 1986, Volume 287, Number 6,Pages <nobr>1329

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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

UDC: 519.21

Presented: Yu. V. Prokhorov
Received: 25.03.1985

Fulltext: PDF file (677 kB)

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