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Kolmogorov backward equations (diffusion) (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Kolmogorov backward equations (diffusion)" in English language version.

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1eudml.org
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eudml.org

  • Andrei Kolmogorov, "Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung" (On Analytical Methods in the Theory of Probability), 1931, [1]