The theory of parabolic equations, a well-developed part of the contemporary theory of partial differential equations and mathematical physics, is the subject of immense research activity. A stable interest to parabolic equations is caused both by the depth and complexity of mathematical problems emerging here, and by its importance in applied problems of natural science, technology, and economics.
This book aims at a consistent and, as far as possible, complete exposition of analytic methods of constructing, investigating, and using fundamental solutions of the Cauchy problem for the four important classes of linear parabolic equations.
It will be useful both for mathematicians interested in new classes of partial differential equations, and physicists specializing in diffusion processes.