Geodesic
Finite element solution of the Kolmogorov–Feller equation
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 51 (2011) no. 4, pp. 654-660 
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/
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Voir la notice de l'article provenant de la source Math-Net.Ru

For the Kolmogorov–Feller integro-differential equation, a solution method is proposed based on its finite-element approximation.

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