The heat kernel for Kolmogorov type operators and its applications
From MaRDI portal
Publication:2655131
DOI10.1007/s00041-008-9056-7zbMath1184.35149OpenAlexW2082928007MaRDI QIDQ2655131
Haitao Fan, Ovidiu Calin, Der-Chen E. Chang
Publication date: 22 January 2010
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00041-008-9056-7
Microeconomic theory (price theory and economic markets) (91B24) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Boundary value problems for functional-differential equations (34K10) Hamilton-Jacobi theories (49L99) Subelliptic equations (35H20) Heat kernel (35K08)
Related Items
A structure preserving scheme for the Kolmogorov-Fokker-Planck equation ⋮ Variational analysis for generalized Kolmogorov operators ⋮ Initial value problem and the heat kernel for a mixed type operator
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fundamental solutions for Hermite and subelliptic operators
- Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
- Complex Hamiltonian mechanics and parametrices for subelliptic Laplacians. II
- Complex Hamiltonian mechanics and parametrices for subelliptic Laplacians. III
- Complex Hamiltonian mechanics and parametrices for subelliptic Laplacians. I
- The path integral approach to financial modeling and options pricing
- Quantum mechanics: Fundamentals
- Feynman path integrals. I: Linear and affine techniques. II: The Feynman- Green function
- Hypoelliptic second order differential equations
- Feynman's path integral. Definition without limiting procedure
- Integration in Functional Spaces and its Applications in Quantum Physics
- The distribution of energy in the Brownian motion in the Gaussian field and analytic-hypoellipticity of certain subelliptic operators on the Heisenberg group
- A Note on fundamental solutions
- Mathematical analysis of pricing of lookback performance options
- A new perspective on functional integration
- Mathematical analysis of the two-color partial rainbow options
- Feynman Integrals and the Schrödinger Equation
- Solving Asset Pricing Models when the Price-Dividend Function Is Analytic
- A Relativistic Cut-Off for Classical Electrodynamics
- On the Definition and Approximation of Feynman's Path Integrals
- Stochastic Problems in Physics and Astronomy
