Explicit form of the fundamental solution to a second order parabolic operator

DOI10.1007/S10958-015-2577-0zbMath1331.35011OpenAlexW2263341261MaRDI QIDQ905256

A. G. Chechkin

Publication date: 19 January 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-015-2577-0

zbMATH Keywords

special initial conditions

Mathematics Subject Classification ID

Fundamental solutions to PDEs (35A08) Initial value problems for second-order parabolic systems (35K45)

Related Items (2)

On the fundamental solution of the Fokker-Planck-Kolmogorov equation ⋮ Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal

Cites Work

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• Matrix Riccati equations in control and systems theory
• On the Matrix Riccati Equation
• Computation of Fokker-Planck equation

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