Geodesic
An algorithm for solving parabolic evolution equations
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 31 (1991) no. 9, pp. 1344-1354 Cet article a éte moissonné depuis la source Math-Net.Ru

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     title = {An algorithm for solving parabolic evolution equations},
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N. N. Popov; V. M. Solodov. An algorithm for solving parabolic evolution equations. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 31 (1991) no. 9, pp. 1344-1354. http://geodesic.mathdoc.fr/item/ZVMMF_1991_31_9_a7/

[1] Gikhman I. I., Skorokhod A. V., Teoriya sluchainykh protsessov, Nauka, M., 1971 | MR

[2] Dynkin E. B., “Funktsionaly ot traektorii markovskikh sluchainykh protsessov”, Dokl. AN SSSR, 104:5 (1955), 691–694 | MR | Zbl