Diffusions generated by the Wiener process

G. S. Bigun, M. M. Osypchuk


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.


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

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