Seminar “ Solution of one boundary value problem on the semi-axis for the diffusion equation with a growing coefficient”
18 May at 19:30 MSK
In  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  (and more general ones).
 V. Bansaye, P. Collet, S. Martinez, S. Méléard, J. S. Martin. Diffusions from infinity // Trans. Amer. Math. Soc., Vol. 372 (2019), pp. 5781-5823
Dr. Sc.,professor Danilov V.G. (Higher School of Economics, Moscow).