On the transformation of diffusion equations and boundaries into the Kolmogorov equation for the Wiener process (Q684374)
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scientific article; zbMATH DE number 411646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the transformation of diffusion equations and boundaries into the Kolmogorov equation for the Wiener process |
scientific article; zbMATH DE number 411646 |
Statements
On the transformation of diffusion equations and boundaries into the Kolmogorov equation for the Wiener process (English)
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13 September 1993
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diffusion processes
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Kolmogorov equations
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Wiener process
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Feller process
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