Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.Researchers and graduate student in probability theory will find this book very useful.
Kunita, H.:Stochastic differential equations and stochastic flows of diffeomorphisms.-Elworthy, D.: Geometric aspects of diffusions on manifolds.-Ancona, A.:Theorie du potential sur les graphs et les varieties.-Emery, M.:Continuous martingales in differentiable manifolds.
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