Nonlocal transformations of Kolmogorov equations into the backward heat equation
نویسندگان
چکیده
منابع مشابه
Nonlocal transformations of Kolmogorov equations into the backward heat equation
We extend and solve the classical Kolmogorov problem of finding general classes of Kolmogorov equations that can be transformed to the backward heat equation. These new classes include Kolmogorov equations with time-independent and time-dependent coefficients. Our main idea is to include nonlocal transformations. We describe a step-by-step algorithm for determining such transformations. We also...
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According to Gurarii and Matsaev [5], these properties are equivalent, but no proof was ever published. Here is a summary of known results. When n = 1, both properties hold if and only if D is a bounded interval. For PII this is evident, for PI this follows from the results of Tychonov [7]. When n = 2, and D is an angular sector {z : | arg z| < α}, the property PII holds if and only if α < 45◦....
متن کاملBackward uniqueness for the heat equation
According to Gurarii and Matsaev [5], these properties are equivalent, but no proof was ever published. Here is a summary of known results. When n = 1, both properties hold if and only if D is a bounded interval. For PII this is evident, for PI this follows from the results of Tychonov [7]. When n = 2, and D is an angular sector {z : | arg z| < α}, the property PII holds if and only if α < 45◦....
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2004
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2003.11.028