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.