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Jack Karush, On the Chapman-Kolmogorov Equation, The Annals of Mathematical Statistics, Vol. 32, No. 4 (Dec., 1961), pp. 1333-1337 ...
A convergence theory has been established for a new numerical method for solving the Chapman-Kolmogorov equation [Y. Cai, A Numerical Forecasting Procedure for Nonlinear Autoregressive Time Series ...
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