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    publication date
    10 September 2001
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    Mathematics Subject Classification ID
    58J47
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    58J70
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    35A30
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    35Q91
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    91G80
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    58J35
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    58J32
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    zbMATH DE Number
    1644362
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    zbMATH Keywords
    initial value problems
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    invariance principle
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    heat equation
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    Black-Scholes equation
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    author
    Nail H. Ibragimov
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