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zbMath0973.60067MaRDI QIDQ2704967
Publication date: 19 June 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationCauchy problemPoisson processextended second-order linear parabolic equationFeyman-Kac theorem
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems for second-order parabolic equations (35K15)