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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 4, Pages 654–660 (Mi zvmmf9234)  
This article is cited in 1 scientific paper (total in 1 paper)

Finite element solution of the Kolmogorov–Feller equation

N. A. Baranov, L. I. Turchak

Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333 Russia
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Abstract: For the Kolmogorov–Feller integro-differential equation, a solution method is proposed based on its finite-element approximation.
Key words: Kolmogorov–Feller integro-differential equation, finite element method.
Received: 30.09.2010
Revised: 10.11.2010
English version:
Computational Mathematics and Mathematical Physics, 2011, Volume 51, Issue 4, Pages 609–615
DOI: https://doi.org/10.1134/S0965542511040038
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: N. A. Baranov, L. I. Turchak, “Finite element solution of the Kolmogorov–Feller equation”, Zh. Vychisl. Mat. Mat. Fiz., 51:4 (2011), 654–660; Comput. Math. Math. Phys., 51:4 (2011), 609–615
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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