Diffusions generated by the Wiener process
Keywords: diffusion process, Markov process, Wiener process, the transformation of the phase space, random replacement time
Published online: 2013-12-30
The article concerns the possibility ofmaking a diffusion process in $\mathbb R^m$ by converting theWiener process. Here we apply a smooth transformation of phase space and random time substitution with the help of additive functional of integral type.