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    publication date
    19 June 2001
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    Mathematics Subject Classification ID
    60H10
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    35K15
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    60J75
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    zbMATH DE Number
    1579642
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    zbMATH Keywords
    stochastic differential equation
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    extended second-order linear parabolic equation
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    Poisson process
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    Cauchy problem
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    Feyman-Kac theorem
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    author
    Jian-Zhong Lin
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    Zhong-Xing Ye
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