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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2014
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Online Access: | http://ndltd.ncl.edu.tw/handle/73060413778473831013 |