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Numerical solution to the Kolmogorov-Feller equation

✍ Scribed by N. A. Baranov; L. I. Turchak

Book ID: 110194759
Publisher: SP MAIK Nauka/Interperiodica
Year: 2007
Tongue: English
Weight: 203 KB
Volume: 47
Category: Article
ISSN: 0965-5425
DOI: 10.1134/s0965542507070093

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📜 SIMILAR VOLUMES

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Construction of global-in-time solutions

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## Abstract Using an idea going back to Madelung, we construct global in time solutions to the transport equation corresponding to the asymptotic solution of the Kolmogorov‐Feller equation describing a system with diffusion, potential and jump terms. To do that we use the construction of a generali