Normal view MARC view ISBD view

Bramson, Maury, 1951-

Convergence of solutions of the Kolmogorov equation to travelling waves / [electronic resource] Maury Bramson. - Providence, R.I. : American Mathematical Society, c1983. - 1 online resource (iv, 190 p.) - Memoirs of the American Mathematical Society, v. 285 0065-9266 (print); 1947-6221 (online); .

"July 1983."

Bibliography: p. 189-190.

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 $\lambda > 2^$ 6. Hitting probabilities for Brownian bridge 7. Estimates for the Kolmogorov equation in the case $\lambda = 2^$ 8. Convergence of the Kolmogorov equation in the case $\lambda = 2^$ for finite initial mass 9. Convergence of the Kolmogorov equation in the case $\lambda = 2^$ for infinite initial mass

Access is restricted to licensed institutions


Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2012


Mode of access : World Wide Web

ISBN: 9781470406950 (online)

Subjects--Topical Terms:
Diffusion processes.
Brownian motion processes.
Differential equations, Parabolic--Numerical solutions.

LC Class. No.: QA3 QA274.75 / .A57 no. 285

Dewey Class. No.: 510 s 519.2/33