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Heat kernel method and its applications
The heart of the book is the development of a short-time asymptotic expansion for the heat kernel. This is explained in detail and explicit examples of some advanced calculations are given. In addition some advanced methods and extensions, including path integrals, jump diffusion and others are pres...
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| Lenguaje: | eng |
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Springer
2015
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-26266-6 http://cds.cern.ch/record/2112916 |