1.

Record Nr.

UNINA9910480584903321

Autore

Bramson Maury <1951->

Titolo

Convergence of solutions of the Kolmogorov equation to travelling waves / / Maury Bramson

Pubbl/distr/stampa

Providence, Rhode Island : , : American Mathematical Society, , 1983

ISBN

1-4704-0695-0

Descrizione fisica

1 online resource (195 p.)

Collana

Memoirs of the American Mathematical Society, , 0065-9266 ; ; volume 44, number 285 (July 1983)

Disciplina

510 s

519.2/33

Soggetti

Diffusion processes

Brownian motion processes

Differential equations, Parabolic - Numerical solutions

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"July 1983."

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

""Table of 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 λ > 2[sup(�)]""; ""6. Hitting probabilities for Brownian bridge""; ""7. Estimates for the Kolmogorov equation in the case λ = 2[sup(�)]""; ""8. Convergence of the Kolmogorov equation in the case λ = 2[sup(�)] for finite initial mass""

""9. Convergence of the Kolmogorov equation in the case λ = 2[sup(�)] for infinite initial mass""