Small-time expansion of the Fokker–Planck kernel for space and time dependent diffusion and drift coefficients
2014 ◽
Vol 154
(5)
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pp. 1241-1250
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2012 ◽
Vol 149
(4)
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pp. 619-628
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1993 ◽
Vol 99
(2)
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pp. 1344-1346
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1993 ◽
Vol 50
(1)
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pp. 51-70
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2002 ◽
Vol 284
(1-2)
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pp. 67-90
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2003 ◽
Vol 21
(1)
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pp. 155-159
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