Heat kernels for a class of degenerate elliptic operators using stochastic method

Ovidiu Calin; Der-Chen Chang; Jishan Hu; Yutian LI

doi:10.1080/17476933.2011.581756

Heat kernels for a class of degenerate elliptic operators using stochastic method

Ovidiu Calin
, Der-Chen Chang
, Jishan Hu
, Yutian LI

Department of Mathematics

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

4 Citations (Scopus)

Abstract

Formulas for heat kernels are found for degenerate elliptic operators by finding the probability density of the associated Ito diffusion. The formulas involve an integral of a product between a volume function and an exponential term. © 2012 Copyright Taylor and Francis Group, LLC.

Original language	English
Pages (from-to)	155-168
Journal	Complex Variables and Elliptic Equations
Volume	57
Issue number	2-4
DOIs	https://doi.org/10.1080/17476933.2011.581756
Publication status	Published - Feb 2012

Research Keywords

Brownian motion
degenerate elliptic operator
heat kernel

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10.1080/17476933.2011.581756

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title = "Heat kernels for a class of degenerate elliptic operators using stochastic method",

abstract = "Formulas for heat kernels are found for degenerate elliptic operators by finding the probability density of the associated Ito diffusion. The formulas involve an integral of a product between a volume function and an exponential term. {\textcopyright} 2012 Copyright Taylor and Francis Group, LLC.",

keywords = "Brownian motion, degenerate elliptic operator, heat kernel",

author = "Ovidiu Calin and Der-Chen Chang and Jishan Hu and Yutian LI",

year = "2012",

month = feb,

doi = "10.1080/17476933.2011.581756",

language = "English",

volume = "57",

pages = "155--168",

journal = "Complex Variables and Elliptic Equations",

issn = "1747-6933",

publisher = "Taylor \& Francis",

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}

TY - JOUR

T1 - Heat kernels for a class of degenerate elliptic operators using stochastic method

AU - Calin, Ovidiu

AU - Chang, Der-Chen

AU - Hu, Jishan

AU - LI, Yutian

PY - 2012/2

Y1 - 2012/2

N2 - Formulas for heat kernels are found for degenerate elliptic operators by finding the probability density of the associated Ito diffusion. The formulas involve an integral of a product between a volume function and an exponential term. © 2012 Copyright Taylor and Francis Group, LLC.

AB - Formulas for heat kernels are found for degenerate elliptic operators by finding the probability density of the associated Ito diffusion. The formulas involve an integral of a product between a volume function and an exponential term. © 2012 Copyright Taylor and Francis Group, LLC.

KW - Brownian motion

KW - degenerate elliptic operator

KW - heat kernel

UR - https://www.scopus.com/pages/publications/84863144088

UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-84863144088&origin=recordpage

U2 - 10.1080/17476933.2011.581756

DO - 10.1080/17476933.2011.581756

M3 - RGC 21 - Publication in refereed journal

SN - 1747-6933

VL - 57

SP - 155

EP - 168

JO - Complex Variables and Elliptic Equations

JF - Complex Variables and Elliptic Equations

IS - 2-4

ER -

Heat kernels for a class of degenerate elliptic operators using stochastic method

Abstract

Research Keywords

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