{"paper":{"title":"A framework for drift transformations of multidimensional diffusion processes with applications to Wiener and Ornstein--Uhlenbeck dynamics","license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Antonio DiCrescenzo, Serena Spina, Verdiana Mustaro","submitted_at":"2026-06-25T20:53:42Z","abstract_excerpt":"We investigate a class of drift-based transformations between multidimensional diffusion processes. The approach allows to construct a new process whose transition probability density function (p.d.f.)\\ can be expressed in a product form involving the p.d.f.\\ of the original diffusion. The framework is formulated in terms of stochastic differential equations providing general conditions under which the transformed p.d.f.\\ remains analytically tractable in the multidimensional setting. The transformation is defined through a weight function $w$, derived as the solution of a suitable partial dif"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2606.27549","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2606.27549/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}