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Solution of one boundary value problem on the semi-axis for the diffusion equation with a growing coefficient

V. G. Danilov

Moscow Institute of Electronics and Mathematics — Higher School of Economics



Abstract: In [1] a similar problem has been solved by probabilistic methods. In my talk, I will speak about an approach to solving this problem based on the non-oscillating WKB method. The difficulty arising in this case is that the representation of the Dirac delta-function in the form of a non-oscillating WKB function is little (let's say) known. However, such a representation exists, and its use leads to the construction of a fundamental solution to the boundary value problem, and, in particular, to the results [1] (and more general ones). [1] V. Bansaye, P. Collet, S. Martinez, S. Méléard, J. S. Martin. Diffusions from infinity // Trans. Amer. Math. Soc., Vol. 372 (2019), pp. 5781-5823

Website: https://teams.microsoft.com/l/meetup-join/19%3ameeting_YzMyMjgxMjktYTY5ZC00M2Y4LWIzYTgtNDVjNTMxZTM1Njhh%40thread.v2/0?context=%7b%22Tid%22%3a%222ae95c20-c675-4c48-88d3-f276b762bf52%22%2c%22Oid%22%3a%2266c4b047-af30-41c8-9097-2039bac83cbc%22%7d


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