Nonlocal transformations of Kolmogorov equations into the backward heat equation

Journal of Mathematical Analysis and Applications

Volumn 291, Issue 2, 2004, Pages 419-437

  Bluman, George ^a   Shtelen, Vladimir ^b  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Backward heat equation; Fokker Planck equation; Kolmogorov equation; Nonlocal transformation

Indexed keywords

EID: 1542615702     PISSN: 0022247X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmaa.2003.11.028     Document Type: Article

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