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Asymptotics of Fundamental Solutions of Parabolic Problems
Abstract
We present several methods for constructing the asymptotics of the fundamental solution of Fokker–Planck–Kolmogorov-type parabolic equations with a small parameter both for small and finite positive times.
期刊介绍:
Mathematical Notes is a journal that publishes research papers and review articles in modern algebra, geometry and number theory, functional analysis, logic, set and measure theory, topology, probability and stochastics, differential and noncommutative geometry, operator and group theory, asymptotic and approximation methods, mathematical finance, linear and nonlinear equations, ergodic and spectral theory, operator algebras, and other related theoretical fields. It also presents rigorous results in mathematical physics.