On the Classical Fundamental Solutions of the Cauchy Problem for Ultraparabolic Kolmogorov-Type Equations with Two Groups of Spatial Variables

DOI10.1007/S10958-018-3830-0MaRDI QIDQ4642283zbMATH OpenOpenAlexFDO

Authors I. P. Medyns'kyĭ, Stepan Ivasyshen

Publication date 22 May 2018

Published in Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-018-3830-0

zbMATH Keywords

correctness of Cauchy problemestimates of derivative increments

Mathematics Subject Classification ID

Initial value problems for second-order parabolic systems (35K45) Ultraparabolic equations, pseudoparabolic equations, etc. (35K70)

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• Classical fundamental solutions of the Cauchy problem for ultraparabolic Kolmogorov type equations with two groups of spatial variables.
• Kolmogorov equations arising in finance: direct and inverse problems
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• Smoothness of solutions of certain singular second-order equations
• The Fokker-Planck-Kolmogorov equations for some degenerate diffusion processes

Cited in

(6)

• Fundamental solutions for degenerate parabolic equations: existence, properties, and some applications
• The fundamental solution of the Cauchy problem for ultraparabolic Kolmogorov type equation with two groups of spatial variables and with degeneration on the initial hyperplane
• scientific article; zbMATH DE number 7286256 (Why is no real title available?)
• scientific article; zbMATH DE number 7101559 (Why is no real title available?)
• Classical fundamental solutions of the Cauchy problem for ultraparabolic Kolmogorov type equations with two groups of spatial variables.
• Properties of solutions of one class of ultraparabolic equations

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