Erratum to "Fundamental Solutions to Kolmogorov Equations via Reduction to Canonical Form"

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The original paper was published in the Journal of Applied Mathematics and Decision Sciences, volume 2006, Article ID 19181, pp. 1–24.

There is a constant 2 missing in the denominator of the second exponential term in (3.9). The equation should read that for 𝛾≥0,𝛾≠1, we can write𝑝𝑥,𝑡;𝑦,𝑡^′=𝑥^1/2𝑦^1/2−2𝛾𝑐²1−𝛾𝑡^′𝑘−𝑡exp²2𝑡^′−𝑥−𝑡exp^2−2𝛾+𝑦^2−2𝛾2𝑐²1−𝛾²𝑡^′−𝑡×𝐼_𝜈𝑦^1−𝛾𝑥^1−𝛾𝑐²1−𝛾²𝑡^′1−𝑡exp𝑐^2𝑦𝐴(𝑥)𝑥^2𝛾1𝑑𝑥−𝑐^2𝑥𝐴(𝑥)𝑥^2𝛾𝑑𝑥. (3.9)