Approximate solutions to second order parabolic equations. I: Analytic estimates (Q5253970): Difference between revisions

@@ Property / author @@
-Radu Constantinescu
@@ Property / author: Radu Constantinescu / rank @@
-Normal rank
@@ Property / author @@
+Radu Constantinescu
@@ Property / author: Radu Constantinescu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3103213479
@@ Property / OpenAlex ID: W3103213479 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1562
@@ Property / arXiv ID: 0910.1562 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230509
@@ Property / cites work: Q4230509 / rank @@
+Normal rank
@@ Property / cites work @@
+Handbook of stochastic methods for physics, chemistry and the natural sciences.
+Normal rank
@@ Property / cites work @@
+MAPPING PROPERTIES OF HEAT KERNELS, MAXIMAL REGULARITY, AND SEMI-LINEAR PARABOLIC EQUATIONS ON NONCOMPACT MANIFOLDS
+Normal rank
@@ Property / cites work @@
+Closed-Form Asymptotics and Numerical Approximations of 1D Parabolic Equations with Applications to Option Pricing
+Normal rank
@@ Property / cites work @@
+Partial Differential Equations
@@ Property / cites work: Partial Differential Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778802
@@ Property / cites work: Q2778802 / rank @@
+Normal rank
@@ Property / cites work @@
+Curvature and the eigenvalues of the Laplacian
@@ Property / cites work: Curvature and the eigenvalues of the Laplacian / rank @@
+Normal rank
@@ Property / cites work @@
+Some Properties of the Eigenfunctions of The Laplace-Operator on Riemannian Manifolds
+Normal rank
@@ Property / cites work @@
+Diffusion processes in a small time interval
@@ Property / cites work: Diffusion processes in a small time interval / rank @@
+Normal rank
@@ Property / cites work @@
+Heat kernel expansion: user's manual
@@ Property / cites work: Heat kernel expansion: user's manual / rank @@
+Normal rank
@@ Property / cites work @@
+ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS
+Normal rank
@@ Property / cites work @@
+An asymptotic expansion for the heat equation
@@ Property / cites work: An asymptotic expansion for the heat equation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4278406
@@ Property / cites work: Q4278406 / rank @@
+Normal rank
@@ Property / cites work @@
+Partial differential equations. 1: Basic theory
@@ Property / cites work: Partial differential equations. 1: Basic theory / rank @@
+Normal rank
@@ Property / cites work @@
+Closed-form likelihood expansions for multivariate diffusions
+Normal rank
@@ Property / cites work @@
+Q4451321
@@ Property / cites work: Q4451321 / rank @@
+Normal rank
@@ Property / cites work @@
+On-diagonal lower bounds for heat kernels and Markov chains
+Normal rank
@@ Property / cites work @@
+Gaussian upper bounds for the heat kernel on arbitrary Riemannian manifolds
+Normal rank
@@ Property / cites work @@
+Q4041031
@@ Property / cites work: Q4041031 / rank @@
+Normal rank
@@ Property / cites work @@
+Heat kernel bounds, conservation of probability and the Feller property
+Normal rank
@@ Property / cites work @@
+Q4733157
@@ Property / cites work: Q4733157 / rank @@
+Normal rank
@@ Property / cites work @@
+Sharp bounds for the Green's function and the heat kernel
+Normal rank
@@ Property / cites work @@
+Q4896968
@@ Property / cites work: Q4896968 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian bounds for the Dirichlet heat kernel
@@ Property / cites work: Gaussian bounds for the Dirichlet heat kernel / rank @@
+Normal rank
@@ Property / cites work @@
+Well-posedness for the Navier-Stokes equations
@@ Property / cites work: Well-posedness for the Navier-Stokes equations / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic flows and Taylor series
@@ Property / cites work: Stochastic flows and Taylor series / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic expansion of stochastic flows
@@ Property / cites work: Asymptotic expansion of stochastic flows / rank @@
+Normal rank
@@ Property / cites work @@
+Maximal \(L ^{p }\)-\(L ^{q }\) regularity for parabolic partial differential equations on manifolds with cylindrical ends
+Normal rank
@@ Property / cites work @@
+Finite propagation speed, kernel estimates for functions of the Laplace operator, and the geometry of complete Riemannian manifolds
+Normal rank
@@ Property / cites work @@
+On the geometry of Riemannian manifolds with a Lie structure at infinity
+Normal rank
@@ Property / cites work @@
+Partial differential equations with non-Euclidean geometries
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4266143
@@ Property / cites work: Q4266143 / rank @@
+Normal rank
@@ Property / cites work @@
+SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
+Normal rank
@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Q4942767
@@ Property / cites work: Q4942767 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate solutions to second-order parabolic equations: evolution systems and discretization
+Normal rank
@@ Property / cites work @@
+Q2736011
@@ Property / cites work: Q2736011 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3900552
@@ Property / cites work: Q3900552 / rank @@
+Normal rank
@@ Property / cites work @@
+Analytic semigroups and optimal regularity in parabolic problems
+Normal rank
@@ Property / cites work @@
+Perturbation theory for linear operators.
@@ Property / cites work: Perturbation theory for linear operators. / rank @@
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Regularity properties of Schrödinger and Dirichlet semigroups
+Normal rank
@@ Property / cites work @@
+CONTINUITY PROPERTIES OF SCHRÖDINGER SEMIGROUPS WITH MAGNETIC FIELDS
+Normal rank
@@ Property / cites work @@
+Schrödinger semigroups
@@ Property / cites work: Schrödinger semigroups / rank @@
+Normal rank
@@ Property / cites work @@
+Q3910965
@@ Property / cites work: Q3910965 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4847773
@@ Property / cites work: Q4847773 / rank @@
+Normal rank