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Approximate calculation of the transition probability densities for one-dimensional Markov processes

โœ Scribed by A. L. Virovlyanskii; A. N. Malakhov

Book ID
112464461
Publisher
Springer US
Year
1979
Tongue
English
Weight
312 KB
Volume
22
Category
Article
ISSN
0033-8443

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In this paper we consider some Kolmogorov -Feller equations with a small parameter h. We present a method for constructing the exact (exponential) asymptotics of the fundamental solution of these equations for finite time intervals uniformly with respect to h. This means that we construct an asympt