Diffusion processes in a small time interval. (English) Zbl 0278.60051


60J60 Diffusion processes
35K15 Initial value problems for second-order parabolic equations
35L65 Hyperbolic conservation laws
35J25 Boundary value problems for second-order elliptic equations
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[7] Varadhan, Comm. Pure Appl. Math. 20 pp 431– (1967)
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