Geodesic
Equations related to stochastic processes: semigroup approach and Fourier transform
Contemporary Mathematics. Fundamental Directions, Dedicated to the memory of Professor N. D. Kopachevsky, Tome 67 (2021) no. 2, pp. 324-348

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The work is devoted to integro-differential equations related to stochastic processes. We study the relationship between differential equations with random perturbations — stochastic differential equations (SDEs) — and deterministic equations for the probabilistic characteristics of processes determined by random perturbations. The resulting deterministic pseudodifferential equations are investigated by semigroup methods and Fourier transform methods. 
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     author = {I. V. Melnikova and U. A. Alekseeva and V. A. Bovkun},
     title = {Equations related to stochastic processes: semigroup approach and {Fourier} transform},
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     pages = {324--348},
     publisher = {mathdoc},
     volume = {67},
     number = {2},
     year = {2021},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/CMFD_2021_67_2_a7/}
}
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I. V. Melnikova; U. A. Alekseeva; V. A. Bovkun. Equations related to stochastic processes: semigroup approach and Fourier transform. Contemporary Mathematics. Fundamental Directions, Dedicated to the memory of Professor N. D. Kopachevsky, Tome 67 (2021) no. 2, pp. 324-348. http://geodesic.mathdoc.fr/item/CMFD_2021_67_2_a7/