Bernstein diffusions for a class of linear parabolic partial differential equations (Q2248932)
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English | Bernstein diffusions for a class of linear parabolic partial differential equations |
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Bernstein diffusions for a class of linear parabolic partial differential equations (English)
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27 June 2014
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diffusion processes
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reversible Markov diffusions
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Itô equations
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Feynman-Kac representations
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