Diffusions generated by the Wiener process

G. S. Bigun, M. M. Osypchuk

Abstract


The article concerns the possibility ofmaking a diffusion process in $\mathbb R^m$ by converting theWiener process. Here we apply a smooth transformation of phase space and random time substitution with the help of additive functional of integral type.

Keywords


diffusion process, Markov process, Wiener process, the transformation of the phase space, random replacement time

Full Text: Article (Українська) References
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