Heat Kernel for Extended Ornstein-Uhlenbeck Operators

碩士 === 輔仁大學 === 數學系碩士班 === 102 === In this thesis, we use Hamiltonian formalism to study the extended two-dimensionalOrnstein-Uhlenbeck operator L = @2 @x2 1 + @2 @x2 2 +(ax1+ bx2) @ @x1 +(cx1 +dx2) @ @x2 +(x2 1 +x2 2). Given the boundary conditions, we find the solutions of the associated Hamilto...

Full description

Bibliographic Details
Main Authors: Wang, Po-Cheng, 王伯承
Other Authors: Yang, Nan-Ping
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/73060413778473831013