On the transformation of diffusion equations and boundaries into the Kolmogorov equation for the Wiener process
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Publication:684374
zbMath0776.60104MaRDI QIDQ684374
Luigi M. Ricciardi, Laura Sacerdote
Publication date: 13 September 1993
Published in: Ricerche di Matematica (Search for Journal in Brave)
KdV equations (Korteweg-de Vries equations) (35Q53) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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Lie symmetries methods in boundary crossing problems for diffusion processes ⋮ Analysis of reflected diffusions via an exponential time-based transformation ⋮ A copula-based method to build diffusion models with prescribed marginal and serial dependence ⋮ Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications ⋮ On the densities of certain bounded diffusion processes
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