Diffusion processes in a small time interval

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Probability distribution in the SABR model of stochastic volatility
Asymptotic implied volatility at the second order with application to the SABR model
Statistical algorithms for low-frequency diffusion data: a PDE approach
A concrete estimate for the weak Poincaré inequality on loop space
Viscosity solutions of Hamilton-Jacobi equation in $\mathsf{RCD}(K,\infty )$ spaces and applications to large deviations
Riemannian fast-marching on cartesian grids, using Voronoi's first reduction of quadratic forms
Local spectral gaps on loop spaces.
Kolmogorov-Fokker-Planck operators in dimension two: heat kernel and curvature
The large-maturity smile for the Heston model
Genuinely sharp heat kernel estimates on compact rank-one symmetric spaces, for Jacobi expansions, on a ball and on a simplex
Estimates of the integral kernels arising from inverse problems for a three-dimensional heat equation in thermal imaging
Logarithmic estimates for the density of hypoelliptic two-parameter diffusions
Quadrature points via heat kernel repulsion
Quasi-Convex Hamilton--Jacobi Equations via Finsler $p$-Laplace--Type Operators
Symmetry problems on stationary isothermic surfaces in Euclidean spaces
Small time asymptotics on the diagonal for Hörmander's type hypoelliptic operators
Laplace-Beltrami operator on digital surfaces
Asymptotic behaviour of randomised fractional volatility models
Marginal density expansions for diffusions and stochastic volatility. II: Applications
Stationary isothermic surfaces and some characterizations of the hyperplane in the $N$-dimensional Euclidean space
White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
Optimal transport on the Lie group of roto-translations
Laplacian regularized eikonal equation with Soner boundary condition on polyhedral meshes
Geodesic distance and curves through isotropic and anisotropic heat equations on images and surfaces
Large deviations for Brownian motion on scale irregular Sierpinski gaskets
Upper bounds for the heat kernel for conformally Euclidean manifolds
A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
Small diffusion and short-time asymptotics for Pucci operators
An integrated version of Varadhan's asymptotics for lower-order perturbations of strong local Dirichlet forms
SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL
Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
Application of the Fisher-Rao metric to structure detection
Heat kernel asymptotics for a class of Métivier groups
scientific article; zbMATH DE number 4099772 (Why is no real title available?)
Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan
Modelling anisotropic covariance using stochastic development and sub-Riemannian frame bundle geometry
Linear multiscale analysis of similarities between images on Riemannian manifolds: practical formula and affine covariant metrics
Entropic approximation of Wasserstein gradient flows
The Heston Riemannian distance function
The bramson logarithmic delay in the cane toads equations
On heat conductors with a stationary hot spot
Sub-Gaussian short time asymptotics for measure metric Dirichlet spaces
A spectral approach to the shortest path problem
Nonlinear diffusion with a bounded stationary level surface
A maximum principle argument for the uniform convergence of graph Laplacian regressors
Geometric bounds on the growth rate of null-controllability cost for the heat equation in small time
Application of large deviation methods to the pricing of index options in finance.
Random walk on graphs with regular resistance and volume growth
A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition
Survival in a nanoforest of absorbing pillars
Small-time Gaussian behavior of symmetric diffusion semigroups
Yet another notion of irregularity through small ball estimates
Convolutional Wasserstein distances: efficient optimal transportation on geometric domains
Small time asymptotics for SPDEs with locally monotone coefficients
Localization of Neumann eigenfunctions near irregular boundaries
Spectral convergence of Riemannian manifolds
On subRiemannian geodesics associated to a Grushin operator
Mathematical imaging and surface processing. Abstracts from the workshop held August 21--27, 2022
Dynamic distance-based shape features for gait recognition
Discrete geodesic graph (DGG) for computing geodesic distances on polyhedral surfaces
Ground metric learning on graphs
Extreme statistics of anomalous subdiffusion following a fractional Fokker–Planck equation: subdiffusion is faster than normal diffusion
Matrix Li-Yau-Hamilton inequality for the CR heat equation in pseudohermitian $(2n+1)$-manifolds
A linear finite-difference scheme for approximating Randers distances on Cartesian grids
Constructing solutions for a kinetic model of angiogenesis in annular domains
Small time heat kernel asymptotics at the cut locus on surfaces of revolution
Is a diffusion process determined by its intrinsic metric?
Connected components on Lie groups and applications to multi-orientation image analysis
Sharp two-sided heat kernel estimates of twisted tubes and applications
Asymptotics and calibration of local volatility models
The Laplace-Beltrami operator in almost-Riemannian geometry
Mean value formulas for classical solutions to uniformly parabolic equations in the divergence form with non‐smooth coefficients
Asymptotic behaviour of the Bessel heat kernels
Espaces $H^ p$ au dessus de l'espace hermitien hyperbolique de $C^ n$ ($n>1$). II
Brownian bridges to submanifolds
Interaction between nonlinear diffusion and geometry of domain
Curvature terms in small time heat kernel expansion for a model class of hypoelliptic Hörmander operators
A quasi-meshfree method for constructing boundary-aware reproducing bases on geometrically complex domains using manifold geodesics
Diffusion of tangential tensor fields: numerical issues and influence of geometric properties
Short-time asymptotics for game-theoretic p-Laplacian and Pucci operators
Maximum likelihood estimation of latent Markov models using closed-form approximations
Large deviations of conditioned diffusions and applications
Heat kernel asymptotics and the distance function in Lipschitz Riemannian manifolds
Remarks on elliptic singular perturbation problems
Second term of the logarithmic asymptotics of path integrals
Equivalence transformations of a fifth-order partial differential equation with variable-coefficients
The Dirichlet-to-Neumann map, viscosity solutions to eikonal equations, and the self-dual equations of pattern formation
Quenching and propagation of bistable reaction-diffusion fronts in multidimensional periodic media
Second order expansion for implied volatility in two factor local stochastic volatility models and applications to the dynamic -SABR model
Asymptotics for the resolvent equation associated to the game-theoretic $p$-Laplacian
Continuous gap contact formulation based on the screened Poisson equation
Finite volume method with the Soner boundary condition for computing the signed distance function on polyhedral meshes
On the small time behavior of the nonlinear estimation problem for finite bandwidth signals
Statistical mechanics of the wave maps equation in dimension $1+1$
The location of hot spots and other extremal points
Spectral convergence of Riemannian manifolds. II
On the dual geometry of Laplacian eigenfunctions
MARKOVIAN STOCHASTIC VOLATILITY WITH STOCHASTIC CORRELATION — JOINT CALIBRATION AND CONSISTENCY OF SPX/VIX SHORT-MATURITY SMILES
Local volatility dynamic models
Small time asymptotics for a class of stochastic partial differential equations with fully monotone coefficients forced by multiplicative Gaussian noise

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