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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 2, Pages 347–351 (Mi zvmmf4833)  
This article is cited in 1 scientific paper (total in 1 paper)

Numerical solution of the Kolmogorov–Feller equation with singular singularities

N. A. Baranov, L. I. Turchak

Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia
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Abstract: A method is proposed for solving the Kolmogorov–Feller integro-differential equation with kernels containing delta function singularities. The method is based on a decomposition of the solution into regular and singular parts.
Key words: Kolmogorov–Feller integro-differential equation, kernel with delta function singularities, numerical method.
Received: 01.02.2009
Revised: 14.07.2009
English version:
Computational Mathematics and Mathematical Physics, 2010, Volume 50, Issue 2, Pages 330–334
DOI: https://doi.org/10.1134/S0965542510020144
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: N. A. Baranov, L. I. Turchak, “Numerical solution of the Kolmogorov–Feller equation with singular singularities”, Zh. Vychisl. Mat. Mat. Fiz., 50:2 (2010), 347–351; Comput. Math. Math. Phys., 50:2 (2010), 330–334
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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