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https://link.springer.com/10.1007/978-3-319-26266-
This book presents in depth asymptotic methods for solving parabolic partial
differential equations at the level suitable for non-mathematicians
The focus is on the stochastic description
Although this book is intended for advanced undergraduate or beginning graduate students, it should also provide a useful reference for professional physicists, applied mathematicians as well as quantitative analysts with an interest in partial differential equations, mathematical physics, differential geometry, singular perturbations and mathematical finance
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