Zhigang Liang, Stephen S.-T. Yau. Wavelet-Galerkin method for the Kolmogorov equation. Mathematical and Computer Modelling, 40(9-10):1093-1121, 2004. [doi]
@article{LiangY04-0,
title = {Wavelet-Galerkin method for the Kolmogorov equation},
author = {Zhigang Liang and Stephen S.-T. Yau},
year = {2004},
doi = {10.1016/j.mcm.2003.07.016},
url = {http://dx.doi.org/10.1016/j.mcm.2003.07.016},
researchr = {https://researchr.org/publication/LiangY04-0},
cites = {0},
citedby = {0},
journal = {Mathematical and Computer Modelling},
volume = {40},
number = {9-10},
pages = {1093-1121},
}