Solving a Partial Differential Equation (PDE)

[kirppu]

Hi,

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

 

[kirppu]

It corresponds to the Kolmogorov-Feller equation.

 

[hunt_mat]

Have you thought about taking Laplace transforms?