Geodesic
Smooth diffusion measures and their transformations
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 31-49

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We study absolutely continuous transformations of smooth diffusion measures and describe the generalized Darboux transformation. Besides we reveal the connections between some quasilinear classical equations like Burgers or Riccati equations and their generalizations with equations which govern logarithmic derivatives of smooth diffusion measures. The results derived here combined with the ground state representation could be applied to compute functional integrals. 
@article{ZNSL_1999_260_a2,
     author = {Ya. I. Belopol'skaya},
     title = {Smooth diffusion measures and their transformations},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {31--49},
     publisher = {mathdoc},
     volume = {260},
     year = {1999},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a2/}
}
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Ya. I. Belopol'skaya. Smooth diffusion measures and their transformations. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 31-49. http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a2/