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.
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     title = {Finite element solution of the {Kolmogorov{\textendash}Feller} equation},
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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/