scientific article; zbMATH DE number 6323304
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Publication:5495111
zbMath1295.60091MaRDI QIDQ5495111
Publication date: 31 July 2014
Full work available at URL: http://alea.impa.br/articles/v11/11-12.pdf
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evolution equationBrownian motiondiffusion processheat kernelelliptic operatorsreturn probabilityexponential functionals of Brownian motionleft invariant differential operatorsskew-product formula
Continuous-time Markov processes on general state spaces (60J25) Fundamental solutions to PDEs (35A08) Diffusion processes (60J60) PDEs on Heisenberg groups, Lie groups, Carnot groups, etc. (35R03) Heat kernel (35K08)
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