On the Construction of a Special Class of Time-Inhomogeneous Diffusion Processes

Author:

Giorno VirginiaORCID,Nobile Amelia G.ORCID

Publisher

Springer Science and Business Media LLC

Subject

Mathematical Physics,Statistical and Nonlinear Physics

Reference42 articles.

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3. Bluman, G.W.: On the transformation of diffusion processes into the Wiener process. SIAM J. Appl. Math. 39(2), 238–247 (1980)

4. Buonocore, A., Nobile, A.G., Ricciardi, L.M.: A new integral equation for the evaluation of first-passage-time probability densities. Adv. Appl. Probab. 19, 784–800 (1987)

5. Buonocore, A., Caputo, L., Nobile, A.G., Pirozzi, E.: On some time-non-homogeneous linear diffusion processes and related bridges. Sci. Math. Jpn. 76, 55–77 (2013)

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