Formulae for the derivatives of heat semigroups (Q1340829)

The authors derive the formulae for derivatives of solutions of diffusion equations, using stochastic differential equations on a Riemannian manifold. These formulae show clearly smoothing properties of the equations and give a simple proof of Bismut's type formulae for logarithmic gradient of heat kernels. Moreover, they extend these formulae to high derivatives. Corresponding formulae are derived for solutions of heat equations for differential forms and their exterior derivatives.