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</script>doi: 10.1137/0139021
Necessary and sufficient conditions are given for transforming (constructively) a one-dimensional diffusion process described by a Kolmogorov equation into the Wiener process. These conditions are shown to be equivalent to invariance of a parabolic partial differential equation under a six-parameter Lie group of point transformations. Moreover these conditions correspond to a significant generalization of Cherkasov’s result; i.e., a much wider class of Kolmogorov equations can be derived from the Wiener process than was previously realized.
Wiener process, Invariance and symmetry properties for PDEs on manifolds, Second-order parabolic equations, Kolmogorov equation, Diffusion processes, parabolic partial differential equation, Geometric theory, characteristics, transformations in context of PDEs, Lie group
Wiener process, Invariance and symmetry properties for PDEs on manifolds, Second-order parabolic equations, Kolmogorov equation, Diffusion processes, parabolic partial differential equation, Geometric theory, characteristics, transformations in context of PDEs, Lie group
| citations This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 59 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Top 10% | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Top 1% | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Top 10% |
