Construction of global-in-time solutions to Kolmogorov-Feller pseudodifferential equations with a small parameter using characteristics
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Publication:3225780
DOI10.1002/mana.200910065zbMath1238.35197MaRDI QIDQ3225780
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Publication date: 22 March 2012
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.200910065
diffusion; transport equation; jump process; Kolmogorov-Feller equation; Madelung transformation; delta-shock solutions
35C20: Asymptotic expansions of solutions to PDEs
35R60: PDEs with randomness, stochastic partial differential equations
35Kxx: Parabolic equations and parabolic systems
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