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Diffusion in regions with many small holes. (English) Zbl 0485.60076

Stochastic differential systems, Proc. IFIP-WG 7/1 Work. Conf., Vilnius/Lith. 1978, Lect. Notes Control Inf. Sci. 25, 190-206 (1980).

MSC:

60J60 Diffusion processes
60F17 Functional limit theorems; invariance principles