The Heat Kernel for Kolmogorov Type Operators and its Applications

Author:

Calin Ovidiu,Chang Der-Chen,Fan Haitao

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Mathematics,Analysis

Reference30 articles.

1. Bandyopadhyay, A.: Option Pricing Using Feynman Path Integral. Goldman Sachs, New York (2000)

2. Beals, R.: A note on fundamental solutions. Commun. Partial Differ. Equ. 24, 369–376 (1999)

3. Beals, R., Gaveau, B., Greiner, P.C.: Complex Hamiltonian mechanics and parametrices for subelliptic Laplacians I. Bull. Sci. Math. 21, 1–36 (1997)

4. Beals, R., Gaveau, B., Greiner, P.C.: Complex Hamiltonian mechanics and parametrices for subelliptic Laplacians II. Bull. Sci. Math. 21, 97–149 (1997)

5. Beals, R., Gaveau, B., Greiner, P.C.: Complex Hamiltonian mechanics and parametrices for subelliptic Laplacians III. Bull. Sci. Math. 21, 195–259 (1997)

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