scientific article; zbMATH DE number 6323304

MaRDI QIDQ5495111zbMATH OpenFDO

Authors Roman Urban

Publication date 31 July 2014

Full work available at URL http://alea.impa.br/articles/v11/11-12.pdf

zbMATH Keywords

Brownian motiondiffusion processelliptic operatorsevolution equationexponential functionals of Brownian motionheat kernelleft invariant differential operatorsreturn probabilityskew-product formula

Mathematics Subject Classification ID

Fundamental solutions to PDEs (35A08) Heat kernel (35K08) PDEs on Heisenberg groups, Lie groups, Carnot groups, etc. (35R03) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

Recommendations

• On the Heat Kernel of a Left Invariant Elliptic Operator
• Heat kernel expansion for operators containing a root of the Laplace operator
• The heat kernel and Heisenberg inequalities related to the Kontorovich-Lebedev transform
• The heat kernel of a Schrödinger operator with inverse square potential
• Generalized heat kernel related to the operator L^k_m and spectrum
• A formula for the heat kernel coefficients on Riemannian manifolds
• scientific article; zbMATH DE number 1089
• Heat kernel and Riesz transform of Schrödinger operators
• A note on the heat kernel coefficients for nonminimal operators
• Heat kernels for differential operators with radical function coefficients

Cited in

(2)

• A Pizzetti-type formula for the heat operator
• A commutator method for computation of heat invariants

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5495111)