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    Statements

    author
    Mark H. A. Davis
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    publication date
    1984
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    Mathematics Subject Classification ID
    60J99
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    60G44
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    60H99
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    60K25
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    zbMATH DE Number
    3901778
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    zbMATH Keywords
    Dynkin's formula
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    ''Feynman-Kac'' formula
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    control problems
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