Darboux Transformation of Diffusion Processes

Darboux transformation of a second-order linear differential operator is a well-known technique with many applications in mathematics and physics. We study the Darboux transformation from the point of view of Markov semigroups of diffusion processes. We construct the Darboux transform of a diffusion...

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Veröffentlicht in:Symmetry, Integrability and Geometry: Methods and Applications
Datum:2025
Hauptverfasser: Kuznetsov, Alexey, Yuan, Minjian
Format: Artikel
Sprache:Englisch
Veröffentlicht: Інститут математики НАН України 2025
Online Zugang:https://nasplib.isofts.kiev.ua/handle/123456789/214183
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren:Darboux Transformation of Diffusion Processes. Alexey Kuznetsov and Minjian Yuan. SIGMA 21 (2025), 099, 25 pages

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Digital Library of Periodicals of National Academy of Sciences of Ukraine