Convergence of solutions of the Kolmogorov equation to travelling waves / [electronic resource] Maury Bramson.
Material type: TextSeries: Memoirs of the American Mathematical Society ; v. 285Publication details: Providence, R.I. : American Mathematical Society, c1983Description: 1 online resource (iv, 190 p.)ISBN: 9781470406950 (online)Subject(s): Diffusion processes | Brownian motion processes | Differential equations, Parabolic -- Numerical solutionsAdditional physical formats: Convergence of solutions of the Kolmogorov equation to travelling waves /DDC classification: 510 s | 519.2/33 LOC classification: QA3 | .A57 no. 285 | QA274.75Online resources: Contents | ContentsCurrent library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
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IMSc Library | IMSc Library | Link to resource | Available | EBK12738 |
"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 $\lambda > 2^{1/2}$ 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
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Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
Mode of access : World Wide Web
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