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A Global Lower Bound for the Fundamental Solution of Kolmogorov-Fokker-Planck Equations

✍ Scribed by Sergio Polidoro


Publisher
Springer
Year
1997
Tongue
English
Weight
393 KB
Volume
137
Category
Article
ISSN
0003-9527

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## Abstract The paper considers the solution of the Fokker‐Planck‐Kolmogorov equation by the finite element method (FEM). The problem is set in a variational formulation suitable for the FEM. Some theoretical aspects related to applying the method are discussed. Discretization of the problem is car