Geodesic
Nonlinear equations in diffusion theory
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 15-35
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Connections between diffusion random processes and some classical nonlinear equations of mathematical physics, the solution theory, in particular, are investigated. It is shown that the solution theory equations select one-parameter families of absolutely continuons transformations of diffusion measures and make possible computation of the logarithmic derivatives of the corresponding measures with resect to the parameter. 
@article{ZNSL_2001_278_a1,
     author = {Ya. I. Belopol'skaya},
     title = {Nonlinear equations in diffusion theory},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {15--35},
     year = {2001},
     volume = {278},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a1/}
}
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Ya. I. Belopol'skaya. Nonlinear equations in diffusion theory. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 15-35. http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a1/