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Convergence of solutions of the Kolmogorov equation to travelling waves


About this Title

Maury Bramson

Publication: Memoirs of the American Mathematical Society
Publication Year 1983: Volume 44, Number 285
ISBNs: 978-0-8218-2285-2 (print); 978-1-4704-0695-0 (online)
DOI: http://dx.doi.org/10.1090/memo/0285
MathSciNet review: 705746
MSC: Primary 60J65; Secondary 35K55, 92A10

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Table of Contents


Chapters

  • 1. Introduction
  • 2. Some properties of Brownian motion and Brownian bridge
  • 3. Basic properties of the Kolmogorov equation
  • 4. Asymptotic behavior of the Kolmogorov equation under full heating
  • 5. Convergence of the Kolmogorov equation in the case $\lambda > 2^{1/2}$
  • 6. Hitting probabilities for Brownian bridge
  • 7. Estimates for the Kolmogorov equation in the case $\lambda = 2^{1/2}$
  • 8. Convergence of the Kolmogorov equation in the case $\lambda = 2^{1/2}$ for finite initial mass
  • 9. Convergence of the Kolmogorov equation in the case $\lambda = 2^{1/2}$ for infinite initial mass