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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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Melnikova et al. (2021) studied this question.
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