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)
Recommendations
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
This page was built for publication: Heat kernel method and its applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3456882)
