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MR1417823 (97k:60154) 60H07 (60H10 60J60 65C20)
Hu, Yaozhong; Watanabe, Shinzo Donsker's delta functions and approximation of heat kernels by the time discretization methods. J. Math. Kyoto Univ. 36 (1996), no. 3, 499--518.
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