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Statistics / Equations / Differential equations / Feynman–Kac formula / Heat equation / Ordinary differential equations / Partial differential equation / Black–Scholes / Itō diffusion / Calculus / Mathematical analysis / Stochastic processes


Forward is backward for time-homogeneous diffusions or Why worry about boundary conditions? Johan Tysk ¨
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Document Date: 2010-06-17 12:16:56

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