Construction of global-in-time solutions to Kolmogorov-Feller pseudodifferential equations with a small parameter using characteristics

DOI10.1002/mana.200910065zbMath1238.35197MaRDI QIDQ3225780

No author found.

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

zbMATH Keywords

diffusion; transport equation; jump process; Kolmogorov-Feller equation; Madelung transformation; delta-shock solutions

Mathematics Subject Classification ID

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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