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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2007, Volume 47, Number 7, Pages 1221–1228 (Mi zvmmf281)  
This article is cited in 4 scientific papers (total in 4 papers)

Numerical solution to the Kolmogorov–Feller equation

N. A. Baranov, L. I. Turchak

Dorodnicyn Computing Center Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119991, Russia
Full-text PDF (678 kB) Citations (4)
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Abstract: A finite-difference method is proposed for solving the Kolmogorov–Feller integro-differential equation. The numerical scheme constructed is an unconditionally stable marching scheme, and the boundary conditions are determined on the basis of an explicit solution to the original equation at boundary points.
Key words: Kolmogorov–Feller integro-differential equation, finite-difference method, stability of finite-difference scheme.
Received: 27.11.2006
English version:
Computational Mathematics and Mathematical Physics, 2007, Volume 47, Issue 7, Pages 1171–1178
DOI: https://doi.org/10.1134/S0965542507070093
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: N. A. Baranov, L. I. Turchak, “Numerical solution to the Kolmogorov–Feller equation”, Zh. Vychisl. Mat. Mat. Fiz., 47:7 (2007), 1221–1228; Comput. Math. Math. Phys., 47:7 (2007), 1171–1178
Citation in format AMSBIB
\Bibitem{BarTur07}
\by N.~A.~Baranov, L.~I.~Turchak
\paper Numerical solution to the Kolmogorov--Feller equation
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2007
\vol 47
\issue 7
\pages 1221--1228
\mathnet{http://mi.mathnet.ru/zvmmf281}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2378142}
\transl
\jour Comput. Math. Math. Phys.
\yr 2007
\vol 47
\issue 7
\pages 1171--1178
\crossref{https://doi.org/10.1134/S0965542507070093}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-34547683386}
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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