An analog of Andre's reflection principle for diffusion processes with a small parameter

DOI10.1023/A:1019298821872zbMath1005.35051OpenAlexW47809128MaRDI QIDQ1603164

S. M. Frolovichev

Publication date: 19 February 2003

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1019298821872

zbMATH Keywords

infinitesimal generator

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Fundamental solutions to PDEs (35A08) Diffusion processes (60J60) Higher-order parabolic equations (35K25)

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