Heat Kernel for a Generalized Ornstein-Uhlenbeck operator
碩士 === 國立清華大學 === 數學系 === 102 === In this thesis, we use the Hamiltonian and Lagrangian formalism to study the two-dimensional generalized Ornstein-Uhlenbeck operator Given the boundary conditions, we find the solutions of the associated Hamiltonian system of this operator. Then we construct the act...
Main Authors: | Huang, Yu Rei, 黃昱睿 |
---|---|
Other Authors: | Sung, Chiung-Jue |
Format: | Others |
Language: | en_US |
Published: |
2014
|
Online Access: | http://ndltd.ncl.edu.tw/handle/68532732337275517749 |
Similar Items
-
Heat Kernel for Extended Ornstein-Uhlenbeck Operators
by: Wang, Po-Cheng, et al.
Published: (2014) -
Sharp frequency bounds for eigenfunctions of the Ornstein-Uhlenbeck operator
by: Colding, Tobias H, et al.
Published: (2021) -
The estimation of parameters in the Ornstein Uhlenbeck process /
by: Hoy, Walter Wilson
Published: (1953) -
Parameter estimation in a generalized bivariate Ornstein-Uhlenbeck model
by: Krämer, Romy, et al.
Published: (2005) -
A Generalized Bivariate Ornstein-Uhlenbeck Model for Financial Assets
by: Krämer, Romy, et al.
Published: (2008)