Heat Kernel Analysis for Ornstein-Uhlenbeck Operators with Quadratic Potentials

Published 21 Aug 2012 in math.AP | (1208.4264v1)

Abstract: In this paper, we study Ornstein-Uhlenbeck operators with quadratic potentials. We use Hamiltonian formalism to characterise the singularities produced by the potentials by finding explicit geodesics of the operators, and obtain the heat kernels via a probabilistic ansatz. All the formulae are closed.

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Authors (1)

Sheng-Ya Feng

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