Heat Kernel Method and its Applications
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Publication:3456882
DOI10.1007/978-3-319-26266-6zbMath1342.35001OpenAlexW2464250218MaRDI QIDQ3456882
Publication date: 9 December 2015
Full work available at URL: https://doi.org/10.1007/978-3-319-26266-6
singular perturbationheat kernelmathematical financeparabolic differential equationsshort-time asymptotic expansion
Singular perturbations in context of PDEs (35B25) Financial applications of other theories (91G80) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Heat kernel (35K08)
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