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Conjugation conditions for the transition probability density of a multidimensional Markov process

✍ Scribed by Tai, M. L.

Book ID: 112467002
Publisher: Springer-Verlag
Year: 1966
Weight: 171 KB
Volume: 8
Category: Article
ISSN: 0097-1545
DOI: 10.1007/bf01038344

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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

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