Book Cover
E-book
Author Bramson, Maury, 1951-

Title Convergence of solutions of the Kolmogorov equation to travelling waves / Maury Bramson
Published Providence, R.I. : American Mathematical Society, ©1983

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Description 1 online resource (iv, 190 pages)
Series Memoirs of the American Mathematical Society, 1947-6221 ; v. 285
Memoirs of the American Mathematical Society ; no. 285. 0065-9266
Contents 1. Introduction 2. Some properties of Brownian motion and Brownian bridge 3. Basic properties of the Kolmogorov equation 4. Asymptotic behavior of the Kolmogorov equation under full heating 5. Convergence of the Kolmogorov equation in the case $\lambda> 2̂{1/2}$ 6. Hitting probabilities for Brownian bridge 7. Estimates for the Kolmogorov equation in the case $\lambda = 2̂{1/2}$ 8. Convergence of the Kolmogorov equation in the case $\lambda = 2̂{1/2}$ for finite initial mass 9. Convergence of the Kolmogorov equation in the case $\lambda = 2̂{1/2}$ for infinite initial mass
Notes "July 1983."
Bibliography Includes bibliographical references (pages 189-190)
Notes English
Print version record
Subject Diffusion processes.
Brownian motion processes.
Differential equations, Parabolic -- Numerical solutions.
Brownian motion processes
Differential equations, Parabolic -- Numerical solutions
Diffusion processes
Form Electronic book
ISBN 9781470406950
1470406950
Other Titles Kolmogorov equation to travelling waves
Kolmogorov equation to travelling waves
Kolmogorov equation to travelling waves