搜索结果: 1-15 共查到“heat kernel”相关记录16条 . 查询时间(0.078 秒)
We prove two-sided estimates of heat kernels on non-parabolic
Riemannian manifolds with ends, assuming that the heat kernel on each end separately
satisfies the Li-Yau estimate.
Résumé. — Nous obte...
Small time heat kernel behavior on Riemannian complexes
Riemannian complexes kernel behavior
2015/8/26
We study how bounds on the local geometry of a Riemannian
polyhedral complex yield uniform local Poincar′e inequalities. These
inequalities have a variety of applications, including bounds on the he...
Embedding Riemannian Manifolds by the Heat Kernel of the Connection Laplacian
Embedding Riemannian Manifolds Heat Kernel Connection Laplacian
2013/6/17
Given a class of closed Riemannian manifolds with prescribed geometric conditions, we introduce an embedding of the manifolds into $\ell^2$ based on the heat kernel of the Connection Laplacian associa...
Heat kernel generated frames in the setting of Dirichlet spaces
Heat kernel Gaussian bounds Functional calculus Sampling Frames Besov spaces
2012/6/19
Wavelet bases and frames consisting of band limited functions of nearly exponential localization on Rd are a powerful tool in harmonic analysis by making various spaces of functions and distributions ...
Heat kernel methods in finance: the SABR model
Heat kernel methods finance the SABR model Pricing of Securities
2012/3/2
The SABR model is a stochastic volatility model not admitting a closed form solution. Hagan, Kumar, Leniewski and Woodward have obtained an approximate solution by means of perturbative techniques. A ...
A heat kernel version of Hardy's theorem for the Laguerre hypergroup
Laguerre hypergroup Uncertainty principle Hardy's theorem
2011/9/30
The uncertainty principle says that a function and its Fourier transform can't simultaneously decay very rapidly at infinity. A classical version of uncertainty principle, known as Hardy's theorem, wa...
A heat kernel version of Hardy's theorem for the Laguerre hypergroup
Laguerre hypergroup Uncertainty principle Hardy's theorem
2011/9/29
The uncertainty principle says that a function and its Fourier transform can't simultaneously decay very rapidly at infinity. A classical version of uncertainty principle, known as Hardy's theorem, wa...
Heat Kernel Coefficients for Laplace Operators on the Spherical Suspension
Heat Kernel Coefficients Laplace Operators Spherical Suspension
2011/9/14
Abstract: In this paper we compute the coefficients of the heat kernel asymptotic expansion for Laplace operators acting on scalar functions defined on the so called spherical suspension (or Riemann c...
Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes
Heat Kernel Interest Rate Models Time-Inhomogeneous Markov Processes
2011/1/4
We consider a heat kernel approach for the development of stochastic pricing kernels. The kernels are constructed by positive propagators, which are driven by time-inhomogeneous Markov processes. We m...
Generalized heat kernel related to the operator L^k_m and spectrum
Heat Kernel Dirac-delta distribution Spectrum
2010/9/21
We obtain the solution of such equation which is related to the spectrum and the kernel. Moreover, such the kernel has interesting properties and also related to the kernel of an extension of the heat...
Heat kernel expansion and induced action for the matrix model Dirac operator
Heat kernel expansion induced action matrix model Dirac operator
2011/3/3
We compute the quantum effective action induced by integrating out fermions in Yang-Mills matrix models on a 4-dimensional background, expanded in powers of a gauge-invariant UV cutoff.
A Gaussian estimate for the Heat Kernel on differential forms and application to the Riesz transform
Gaussian the Heat Kernel differential forms
2010/11/24
Let $(M^m,g)$ be a m-dimensional complete Riemannian manifold which satisfies the n-Sobolev inequality and on which the volume growth is comparable to the one of $\R^n$ for big balls; if the Hodge Lap...
Dirichlet heat kernel estimates for fractional Laplacian with gradient perturbation
Dirichlet heat kernel fractional Laplacian gradient perturbation
2010/11/19
Suppose $d\geq 2$ and $\alpha \in (1, 2)$. Let $D$ be a bounded $C^{1,1}$ open set in $R^d$ and $b$ an $R^d$-valued function on $R^d$ whose components are in a certain Kato class of the rotationally ...
Heat kernel estimates for the $\bar\partial$-Neumann problem on $G$-manifolds
Heat kernel estimates $\bar\partial$-Neumann problem $G$-manifolds
2010/12/13
We prove heat kernel estimates for the ¯@-Neumann Laplacian acting in spaces of differential forms over noncompact manifolds with a Lie group symmetry and compact quotient. We
also relate our ...
A Heat Kernel Approach to Interest Rate Models
Interest rate models Markov-functional state price density heat
2010/11/2
We construct default-free interest rate models in the spirit of the well-known Markov funcional models: our focus is analytic tractability of the models and generality of the approach. We work in the ...