Explicit form of the fundamental solution to a second order parabolic operator

DOI10.1007/S10958-015-2577-0MaRDI QIDQ905256zbMATH OpenOpenAlexFDO

Authors A. G. Chechkin

Publication date 19 January 2016

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

Full work available at URL https://doi.org/10.1007/s10958-015-2577-0

zbMATH Keywords

special initial conditions

Mathematics Subject Classification ID

Initial value problems for second-order parabolic systems (35K45) Fundamental solutions to PDEs (35A08)

Cites work

• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• Computation of Fokker-Planck equation
• Matrix Riccati equations in control and systems theory
• On the Matrix Riccati Equation

Cited in

(2)

• On the fundamental solution of the Fokker-Planck-Kolmogorov equation
• Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal

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