Heat kernels for a class of degenerate elliptic operators using stochastic method
Ovidiu L. Calin, Der‐Chen Chang, Jishan Hu, Yutian Li · Complex Variables and Elliptic Equations · 2011
Formulas for heat kernels are found for degenerate elliptic operators by finding the probability density of the associated Ito diffusion. The formulas involve an integral of a product between a volume function and an exponential term.