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Heat Kernel Method and its Applications
The heart of the book is the development of a short-time asymptotic expansion for the heat kernel. This is explained in detail and explicit examples of some advanced calculations are given. In addition some advanced methods and extensions, including path integrals, jump diffusion and others are pres...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Birkhäuser,
2015.
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| Edición: | 1st ed. 2015. |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Part I Analysis
- 1 Background in Analysis
- 2 Introduction to Partial Differential Equations
- Part II Geometry
- 3 Introduction to Differential Geometry
- Part III Perturbations
- 4 Singular Perturbations
- 5 Heat Kernel Asymptotics
- 6 Advanced Topics
- Part IV Applications
- 7 Stochastic Processes
- 8 Applications in Mathematical Finance
- Summary
- References
- Index.