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MR770974 60J60 (58G11 58G32)
Azencott, Robert Densité des diffusions en temps petit: développements asymptotiques. I. (French) [Density of diffusions in small time: asymptotic expansions. I] Seminar on probability, XVIII, 402–498, Lecture Notes in Math., 1059, Springer, Berlin, 1984.
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