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Matematicheskie Zametki, 1974, Volume 15, Issue 3, Pages 479–489 (Mi mzm7369)  

This article is cited in 3 scientific papers (total in 3 papers)

Mean value theorem and a maximum principle for Kolmogorov's equation

L. P. Kuptsov

Moscow Institute of Physics and Technology
Full-text PDF (751 kB) Citations (3)
Abstract: For an equation of the form
$$ \frac{\partial u}{\partial t}-\sum_{ij=1}^n\alpha^{ij}\frac{\partial^2u}{\partial x^i\partial x^j}+\sum_{ij=1}^n\beta_j^ix^i\frac{\partial u}{\partial x^i}=0,\quad x\in R^n,\quad t\in R^1, $$
where $\alpha=(\alpha^{ij})$ is a constant nonnegative matrix and $\beta=(\beta^i_j)$ is a constant matrix, subject to certain conditions, we construct a fundamental solution, similar in its structure to the fundamental solution of the heat conduction equation; we prove a mean value theorem and show that $u(x_0,t_0)$ can be represented in the form of the mean value of $u(x,t)$ with a nonnegative density over a level surface of the fundamental solution of the adjoint equation passing through the point $(x_0,t_0)$; finally, we prove a parabolic maximum principle.
Received: 17.04.1972
English version:
Mathematical Notes, 1974, Volume 15, Issue 3, Pages 280–286
DOI: https://doi.org/10.1007/BF01438384
Bibliographic databases:
UDC: 513.88
Language: Russian
Citation: L. P. Kuptsov, “Mean value theorem and a maximum principle for Kolmogorov's equation”, Mat. Zametki, 15:3 (1974), 479–489; Math. Notes, 15:3 (1974), 280–286
Citation in format AMSBIB
\Bibitem{Kup74}
\by L.~P.~Kuptsov
\paper Mean value theorem and a~maximum principle for Kolmogorov's equation
\jour Mat. Zametki
\yr 1974
\vol 15
\issue 3
\pages 479--489
\mathnet{http://mi.mathnet.ru/mzm7369}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=352698}
\zmath{https://zbmath.org/?q=an:0333.35040}
\transl
\jour Math. Notes
\yr 1974
\vol 15
\issue 3
\pages 280--286
\crossref{https://doi.org/10.1007/BF01438384}
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  • https://www.mathnet.ru/eng/mzm/v15/i3/p479
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математические заметки Mathematical Notes
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