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Zh. Vychisl. Mat. Mat. Fiz., 2011, Volume 51, Number 4, Pages 654–660 (Mi zvmmf9234)  

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

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.

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English version:
Computational Mathematics and Mathematical Physics, 2011, 51:4, 609–615

Bibliographic databases:

UDC: 519.676
Received: 30.09.2010
Revised: 10.11.2010

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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\paper Finite element solution of the Kolmogorov--Feller equation
\jour Zh. Vychisl. Mat. Mat. Fiz.
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\vol 51
\issue 4
\pages 654--660
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\issue 4
\pages 609--615
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  • Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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