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...

Full description

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Avramidi, Ivan (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Birkhäuser, 2015.
Edition:1st ed. 2015.
Subjects:
Differential equations.
Differential Equations.
Online Access:Texto Completo
Table of Contents:
  • 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.

Similar Items