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MR1972000 (2004c:35238) 35K70 (91B28)
Lanconelli, Ermanno; Pascucci, Andrea; Polidoro, Sergio Linear and nonlinear ultraparabolic equations of Kolmogorov type arising in diffusion theory and in finance. Nonlinear problems in mathematical physics and related topics, II, 243–265, Int. Math. Ser. (N. Y.), 2, Kluwer/Plenum, New York, 2002.
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