Analysis and numerical approximation of a class of two-way diffusions

DOI10.3934/cpaa.2003.2.91zbMath1027.60088OpenAlexW2079093649MaRDI QIDQ1409264

Peter Clifford, Gang Wei

Publication date: 12 October 2003

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/cpaa.2003.2.91

zbMATH Keywords

integral equationspartial differential equationsforward-backward diffusionstwo-way diffusions

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Diffusive Limit of a Two-Dimensional Well-Balanced Scheme for the Free Klein--Kramers Equation

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