Convergence of solutions of the Kolmogorov equation to travelling waves /
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Providence, R.I. :
American Mathematical Society,
©1983.
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Colección: | Memoirs of the American Mathematical Society ;
no. 285. |
Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 1. Introduction 2. Some properties of Brownian motion and Brownian bridge 3. Basic properties of the Kolmogorov equation 4. Asymptotic behavior of the Kolmogorov equation under full heating 5. Convergence of the Kolmogorov equation in the case $\lambda> 2^{1/2}$ 6. Hitting probabilities for Brownian bridge 7. Estimates for the Kolmogorov equation in the case $\lambda = 2^{1/2}$ 8. Convergence of the Kolmogorov equation in the case $\lambda = 2^{1/2}$ for finite initial mass 9. Convergence of the Kolmogorov equation in the case $\lambda = 2^{1/2}$ for infinite initial mass.