A probabilistic construction of the heat kernel for the -Neumann problem on a strongly pseudoconvex Siegel domain

MaRDI QIDQ1197478zbMATH OpenFDO

Authors Naomasa Ueki

Publication date 16 January 1993

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

generalized Wiener functionalsimaginary directional differentiationinitial boundary value problemshort time asymptotic behavior

Mathematics Subject Classification ID

(overlinepartial) and (overlinepartial)-Neumann operators (32W05) (overlinepartial)-Neumann problems and formal complexes in context of PDEs (35N15) PDEs with randomness, stochastic partial differential equations (35R60) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Review text

The author considers the heat equation for the initial boundary value problem whose boundary condition includes an imaginary directional differentiation. The heat kernel for such \(\overline{\partial}\)-Neumann problem on the strongly pseudoconvex Siegel domain explicitly in terms of the theory of generalized Wiener functionals is constructed. The properties and the short time asymptotic behavior of the heat kernels are studied.

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(6)

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• Multiplicative functional for the heat equation on manifolds with boundary
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