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Conjugation conditions for the transition probability density of a Markov process with discontinuous coefficients

โœ Scribed by Tai, M. L.

Book ID
112467166
Publisher
Springer-Verlag
Year
1966
Weight
390 KB
Volume
8
Category
Article
ISSN
0097-1545

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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