Heat kernel method and its applications
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heat kernelmathematical financeparabolic differential equationsshort-time asymptotic expansionsingular perturbation
Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Singular perturbations in context of PDEs (35B25) Heat kernel (35K08) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Financial applications of other theories (91G80)
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Cited in
(35)- Spectral approximation of the free-space heat kernel
- Maclaurin spectral results on rank one symmetric spaces of noncompact type
- On approximation of transition densities in calibration of 1-dimensional stochastic models of asset prices
- Pseudodifferential Weyl calculus on (Pseudo-)Riemannian manifolds
- Relative spectral invariants of elliptic operators on manifolds
- Explicit descriptions of spectral properties of Laplacians on spheres \(\mathbb{S}^N\) \((N\ge 1)\): a review
- Heat semigroups on Weyl algebra
- Bell polynomials and Brownian bridge in spectral gravity models on multifractal Robertson-Walker cosmologies
- Heat trace for Laplace type operators with non-scalar symbols
- Heat coefficient \(a_4\) for non minimal Laplace type operators
- Heat kernels for elliptic and sub-elliptic operators. Methods and techniques
- Heat kernel method for quintic and sextic equations in distributions and hyperfunctions
- Heat determinant on manifolds
- Analysis, Geometry, and Modeling in Finance
- Short-time Asymptotics for Semigroups of Diffusion Type and Beyond
- Stochastic Taylor expansions and heat kernel asymptotics
- Generalised heat coefficients and associated spectral zeta functions on complex projective spaces Pn(ℂ)
- Apparent superluminal velocities and random walk in the velocity space
- Quantum heat traces
- Spontaneous Lorentz symmetry breaking and one-loop effective action in the metric-affine bumblebee gravity
- Bogolyubov invariant via relative spectral invariants on manifolds
- Effective asymptotics analysis for finance
- Bonus properties of states of low energy
- Heat Kernels, Old and New
- States of Low Energy on Bianchi I spacetimes
- Six-dimensional one-loop divergences in quantum gravity from the \(\mathcal{N} = 4\) spinning particle
- Effective actions in supersymmetric gauge theories: heat kernels for non-minimal operators
- One-loop effective action up to dimension eight: integrating out heavy fermion(s)
- Spectral asymptotics of elliptic operators on manifolds
- Harmonic and heat flow representations of the Gaussian white noise
- Modular forms in the spectral action of Bianchi IX gravitational instantons
- Two-loop dimension six effective action: Integrating out heavy scalar
- Fundamental solutions of the heat equation on unitary groups establish an improved relation between -nets and approximate unitary t-designs
- Analytic semigroups approaching a Schrödinger group on real foliated metric manifolds
- About possible measures in quantum gravity
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