Presents a drift transformation framework for multidimensional diffusions that yields product-form transition densities, with explicit results for Wiener and Ornstein-Uhlenbeck cases including resetting and stochastic ordering.
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A framework for drift transformations of multidimensional diffusion processes with applications to Wiener and Ornstein--Uhlenbeck dynamics
Presents a drift transformation framework for multidimensional diffusions that yields product-form transition densities, with explicit results for Wiener and Ornstein-Uhlenbeck cases including resetting and stochastic ordering.