Abstract. 

The paper describes the construction of a solution to the Kolmogorov-Feller equation with a nonlinear drift coefficient. This and similar equations are used in problems of the theory of transport and diffusion. Equations of this type are found in stochastic problems of the theory of safety and reliability, the dynamics of stellar systems, and even in economic problems. The paper proposes a constructive method for solving the stationary Kolmogorov-Feller equation with a nonlinear drift coefficient. The corresponding algorithms are constructed and their convergence is justified. The basis of the proposed method is the application of the Fourier transform.

Keywords: 

Kolmogorov-Feller equation; nonlinear drift coefficient; constructive method for solving.

PP. 84-93.

DOI 10.14357/20718632210209

 

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