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



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Autore: Bramson Maury <1951-> Visualizza persona
Titolo: Convergence of solutions of the Kolmogorov equation to travelling waves / / Maury Bramson Visualizza cluster
Pubblicazione: Providence, Rhode Island : , : American Mathematical Society, , 1983
Descrizione fisica: 1 online resource (195 p.)
Disciplina: 510 s
519.2/33
Soggetto topico: Diffusion processes
Brownian motion processes
Differential equations, Parabolic - Numerical solutions
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""
Altri titoli varianti: Kolmogorov equation to travelling waves
Titolo autorizzato: Convergence of solutions of the Kolmogorov equation to travelling waves  Visualizza cluster
ISBN: 1-4704-0695-0
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910828763103321
Lo trovi qui: Univ. Federico II
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Serie: Memoirs of the American Mathematical Society ; ; number 285.