Finite element solution of the Kolmogorov–Feller equation
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 51 (2011) no. 4, pp. 654-660
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For the Kolmogorov–Feller integro-differential equation, a solution method is proposed based on its finite-element approximation.
@article{ZVMMF_2011_51_4_a9,
author = {N. A. Baranov and L. I. Turchak},
title = {Finite element solution of the {Kolmogorov{\textendash}Feller} equation},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {654--660},
publisher = {mathdoc},
volume = {51},
number = {4},
year = {2011},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_4_a9/}
}
TY - JOUR AU - N. A. Baranov AU - L. I. Turchak TI - Finite element solution of the Kolmogorov–Feller equation JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2011 SP - 654 EP - 660 VL - 51 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_4_a9/ LA - ru ID - ZVMMF_2011_51_4_a9 ER -
N. A. Baranov; L. I. Turchak. Finite element solution of the Kolmogorov–Feller equation. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 51 (2011) no. 4, pp. 654-660. http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_4_a9/