Nonlinear Transformations of Evolution Families Generated by Diffusion Processes
作者： Ya. I. Belopol'skaya
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摘要: We derive closed equations for some nonlinear transformations of solutions to forward and backward Kolmogorov (which are parabolic with respect measures functions). In particular, we obtain the logarithmic derivatives smooth diffusion Radon–Nikodym a pair absolutely continuous measures. Similar results obtained equation. Bibliography: 14 titles.
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