Before revision:  The process reduces an expected option value at maturity under equivalent martingale measure back to the current time. The normalized ksi-returns , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data.
After revision:  The process reduces an expected option value at maturity under equivalent martingale measure is taken as a condition for introduced "mirror-time" derivative diffusion discount process. Introduced ksi-return distribution , correspondent to the kernel function in the found general solution and not dependent explicitly on time, were used for verification of the one-parameter model inherent efficiency, i.e. self-calibration using only historical volatility data.