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Principle Seminar of the Department of Probability Theory, Moscow State University
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Flows of Brownian particles and stochastic integrals A. A. Dorogovtsev Institute of Mathematics, Ukrainian National Academy of Sciences, Kiev |
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Abstract: We discuss the representation of Krylov – Veretennikov, analogue of Trotter formulae and quadratic entropy for the flows of Brownian particles with a singular interactions. |
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