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Solve PDE

  1. May 16, 2012 #1

    Can somebody help me solve the following PDE?

    ∂p(x,t)/∂t = -p(x,t) + ∫λ(x-x')p(x',t)dx'

    with p(x,0)=δ(x)

    Thanks a lot
  2. jcsd
  3. May 16, 2012 #2
    Re: solve PDE (Kolmogorov-Feller Eq)

    It corresponds to the Kolmogorov-Feller equation.
  4. May 17, 2012 #3


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    Homework Helper

    Have you thought about taking Laplace transforms?
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