Abstract
This chapter is devoted to a brief exposition on the theory of diffusion processes in order to fix definitions and notations which will be necessary in the following chapters. Moreover, transformations of diffusion processes by means of multiplicative functionals, a renormalization of Kac′s semi-groups, and Feller′s one-dimensional diffusion processes will be explained.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1993 Springer Basel
About this chapter
Cite this chapter
Nagasawa, M. (1993). Diffusion Processes and their Transformations. In: Schrödinger Equations and Diffusion Theory. Modern Birkhäuser Classics. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-0560-5_2
Download citation
DOI: https://doi.org/10.1007/978-3-0348-0560-5_2
Published:
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-0559-9
Online ISBN: 978-3-0348-0560-5
eBook Packages: Springer Book Archive