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    Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations
    13 years 11 months ago
    Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations
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    We study spectral properties of certain families of linear second-order differential operators arising from linear stochastic differential equations. We construct a basis in the Hi...
    Daniel Liberzon, Roger W. Brockett
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