Due to the recently revived interest toward the diffusion process proposed by Feller in the population dynamics context, the class of Kolmogorov equations that can be transformed into a similar equation possessing linear infinitesimal variance and affine drift is determined. The underlying space-time transformation is explicitly provided, and a few examples are discussed.

On the transformation of diffusion processes into the Feller process / R. M., Capocelli; Ricciardi, LUIGI MARIA. - In: MATHEMATICAL BIOSCIENCES. - ISSN 0025-5564. - STAMPA. - 29:3-4(1976), pp. 219-234. [10.1016/0025-5564(76)90104-8]

On the transformation of diffusion processes into the Feller process

RICCIARDI, LUIGI MARIA
1976

Abstract

Due to the recently revived interest toward the diffusion process proposed by Feller in the population dynamics context, the class of Kolmogorov equations that can be transformed into a similar equation possessing linear infinitesimal variance and affine drift is determined. The underlying space-time transformation is explicitly provided, and a few examples are discussed.
1976
On the transformation of diffusion processes into the Feller process / R. M., Capocelli; Ricciardi, LUIGI MARIA. - In: MATHEMATICAL BIOSCIENCES. - ISSN 0025-5564. - STAMPA. - 29:3-4(1976), pp. 219-234. [10.1016/0025-5564(76)90104-8]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/159370
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