Heat Kernel Method and its Applications

• Κύριος συγγραφέας: Avramidi, Ivan G. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Birkhäuser, 2015.
• Έκδοση: 1st ed. 2015.
• Θέματα: Mathematics.; Partial differential equations.; Partial Differential Equations.

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...

Πίνακας περιεχομένων:

• 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.