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On local analytic expansions of densities in the context of (micro-)hypoelliptic and classes of semi-elliptic equations
On local analytic expansions of densities context of (micro-)hypoelliptic classes of semi-elliptic equations
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2011/1/17
Explicit representations of densities for linear parabolic partial differential equations are useful in order to design computation schemes of high accuracy for a considerable class of diffusion model...