The process of moving from one probability distribution to another is called:

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The process of moving from one probability distribution to another is called change of measure, which is a common technique in probability theory and mathematical finance. It involves transforming a probability measure on a random variable into another measure on the same variable, such that certain events or properties have different probabilities or distributions. This technique is used in many areas of finance and economics, such as option pricing, risk management, and asset allocation. Brownian motion is a type of stochastic process used to model random movements, while stochastic discount factor and utility function are concepts used in financial economics to model decision-making under uncertainty.

The Process of Moving from One Probability Distribution to Another