Global in time solutions to Kolmogorov-Feller pseudodifferential equations with small parameter

S. Albeverio*, V. G. Danilov

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

The goal in this paper is to demonstrate a new method for constructing globalin-time approximate (asymptotic) solutions of (pseudodifferential) parabolic equations with a small parameter. We show that, in the leading term, such a solution can be constructed by using characteristics, more precisely, by using solutions of the corresponding Hamiltonian system and without using any integral representation. For completeness, we also briefly describe the well-known scheme developed by V. P. Maslov for constructing global-in-time solutions.

Original languageEnglish
Pages (from-to)10-25
Number of pages16
JournalRussian Journal of Mathematical Physics
Volume18
Issue number1
DOIs
StatePublished - Mar 2011

Bibliographical note

Funding Information:
This work was supported by DFG project 436 RUS 113/895/0-1.

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Mathematical Physics

Fingerprint

Dive into the research topics of 'Global in time solutions to Kolmogorov-Feller pseudodifferential equations with small parameter'. Together they form a unique fingerprint.

Cite this