Numerical solution of the Kolmogorov–Feller equation with singular singularities
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 2, pp. 347-351
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A method is proposed for solving the Kolmogorov–Feller integro-differential equation with kernels containing delta function singularities. The method is based on a decomposition of the solution into regular and singular parts.
@article{ZVMMF_2010_50_2_a13,
author = {N. A. Baranov and L. I. Turchak},
title = {Numerical solution of the {Kolmogorov{\textendash}Feller} equation with singular singularities},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {347--351},
publisher = {mathdoc},
volume = {50},
number = {2},
year = {2010},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_2_a13/}
}
TY - JOUR AU - N. A. Baranov AU - L. I. Turchak TI - Numerical solution of the Kolmogorov–Feller equation with singular singularities JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2010 SP - 347 EP - 351 VL - 50 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_2_a13/ LA - ru ID - ZVMMF_2010_50_2_a13 ER -
%0 Journal Article %A N. A. Baranov %A L. I. Turchak %T Numerical solution of the Kolmogorov–Feller equation with singular singularities %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2010 %P 347-351 %V 50 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_2_a13/ %G ru %F ZVMMF_2010_50_2_a13
N. A. Baranov; L. I. Turchak. Numerical solution of the Kolmogorov–Feller equation with singular singularities. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 2, pp. 347-351. http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_2_a13/