Diffusion processes in a small time interval

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A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
Espaces $H^ p$ au dessus de l'espace hermitien hyperbolique de $C^ n$ ($n>1$). II
Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
Asymptotics of the determinant of the Laplacian on hyperbolic surfaces of finite volume
Spectral convergence of Riemannian manifolds
Quenching and propagation of bistable reaction-diffusion fronts in multidimensional periodic media
A large deviation result for a class of Dirichlet processes
Short time asymptotic behaviour and large deviation for Brownian motion on some affine nested fractals
Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
Heat kernel asymptotics and the distance function in Lipschitz Riemannian manifolds
Local spectral gaps on loop spaces.
The entropy formula for linar heat equation
Small-time Gaussian behavior of symmetric diffusion semigroups
Logarithmic estimates for the density of hypoelliptic two-parameter diffusions
Curvature terms in small time heat kernel expansion for a model class of hypoelliptic Hörmander operators
Asymptotic behavior of the solutions for the Laplace equation with a large spectral parameter and the inhomogeneous Robin type conditions
Laplace-Beltrami operator on digital surfaces
An integrated version of Varadhan's asymptotics for lower-order perturbations of strong local Dirichlet forms
Brownian bridges to submanifolds
Application of large deviation methods to the pricing of index options in finance.
Geometric bounds on the growth rate of null-controllability cost for the heat equation in small time
The Dirichlet-to-Neumann map, viscosity solutions to eikonal equations, and the self-dual equations of pattern formation
Unique solvability of the inverse two-dimensional problem of magnetotelluric sounding for H-polarization
Spectral convergence of Riemannian manifolds. II
Is a diffusion process determined by its intrinsic metric?
Spectral convergence of graph Laplacian and heat kernel reconstruction in L^ from random samples
Kolmogorov-Fokker-Planck operators in dimension two: heat kernel and curvature
A spectral approach to the shortest path problem
Small time asymptotics for SPDEs with locally monotone coefficients
Ground metric learning on graphs
The location of hot spots and other extremal points
An ADMM-based scheme for distance function approximation
Rademacher-type theorems and Sobolev-to-Lipschitz properties for strongly local Dirichlet spaces
Equivalence transformations of a fifth-order partial differential equation with variable-coefficients
Stationary isothermic surfaces and some characterizations of the hyperplane in the $N$-dimensional Euclidean space
Local volatility dynamic models
Quadrature points via heat kernel repulsion
Constructing solutions for a kinetic model of angiogenesis in annular domains
Large deviations of conditioned diffusions and applications
Optimal kernel estimates for elliptic operators with second order discontinuous coefficients
Asymptotic behaviour of the Bessel heat kernels
Discrete geodesic graph (DGG) for computing geodesic distances on polyhedral surfaces
Modelling anisotropic covariance using stochastic development and sub-Riemannian frame bundle geometry
Small time asymptotics on the diagonal for Hörmander's type hypoelliptic operators
Large deviations for Brownian motion on scale irregular Sierpinski gaskets
Short-time behavior for game-theoretic $p$-caloric functions
The Heston Riemannian distance function
The Laplace-Beltrami operator in almost-Riemannian geometry
Estimates of the integral kernels arising from inverse problems for a three-dimensional heat equation in thermal imaging
Sharp two-sided heat kernel estimates of twisted tubes and applications
An application of a conjecture due to Ervedoza and Zuazua concerning the observability of the heat equation in small time to a conjecture due to Coron and Guerrero concerning the uniform controllability of a convection-diffusion equation in the vanishing viscosity limit
Method of orbits of coadjoint representation in thermodynamics of noncompact Lie groups
Existence and nonexistence of traveling waves and reaction-diffusion front propagation in periodic media
On heat conductors with a stationary hot spot
Dynamic distance-based shape features for gait recognition
Remarks on elliptic singular perturbation problems
A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition
On the logarithmic energy of points on $\mathbb{S}^2$
Manifold-based material field series expansion method for topology optimization on free-form surfaces
Staying the course: iteratively locating equilibria of dynamical systems on Riemannian manifolds defined by point-clouds
Source and metric estimation in the eikonal equation using optimization on a manifold
Convolutional Wasserstein distances: efficient optimal transportation on geometric domains
Geodesic distance and curves through isotropic and anisotropic heat equations on images and surfaces
Symmetry problems on stationary isothermic surfaces in Euclidean spaces
Matzoh ball soup revisited: the boundary regularity issue
Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan
Note on short-time behavior of semigroups associated to self-adjoint operators
Linear multiscale analysis of similarities between images on Riemannian manifolds: practical formula and affine covariant metrics
Entropic approximation of Wasserstein gradient flows
An asymptotic formula for solutions of Hamilton- Jacobi-Bellman equations
On the small time behavior of the nonlinear estimation problem for finite bandwidth signals
scientific article; zbMATH DE number 4099772 (Why is no real title available?)
A Varadhan type estimate on manifolds with time-dependent metrics and constant volume
Perelman's entropy formula for the Witten Laplacian on Riemannian manifolds via Bakry-Emery Ricci curvature
Probability distribution in the SABR model of stochastic volatility
Asymptotic implied volatility at the second order with application to the SABR model
Second order expansion for implied volatility in two factor local stochastic volatility models and applications to the dynamic -SABR model
Equivalence and symmetries for variable coefficient linear heat type equations. I
Localization of Neumann eigenfunctions near irregular boundaries
Matrix Li-Yau-Hamilton inequality for the CR heat equation in pseudohermitian $(2n+1)$-manifolds
Asymptotics and calibration of local volatility models
The large-maturity smile for the Heston model
On the dual geometry of Laplacian eigenfunctions
A maximum principle argument for the uniform convergence of graph Laplacian regressors
Feeling boundary by Brownian motion in a ball
SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL
Some applications of heat flow to Laplace eigenfunctions
Small diffusion and short-time asymptotics for Pucci operators
A linear finite-difference scheme for approximating Randers distances on Cartesian grids
Quasi-Convex Hamilton--Jacobi Equations via Finsler $p$-Laplace--Type Operators
Small time asymptotics for Brownian motion with singular drift
Asymptotic behaviour of randomised fractional volatility models
Asymptotics for the resolvent equation associated to the game-theoretic $p$-Laplacian
Riemannian fast-marching on cartesian grids, using Voronoi's first reduction of quadratic forms
The bramson logarithmic delay in the cane toads equations
Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise
Marginal density expansions for diffusions and stochastic volatility. I: Theoretical foundations
Marginal density expansions for diffusions and stochastic volatility. II: Applications
On subRiemannian geodesics associated to a Grushin operator
Extreme statistics of anomalous subdiffusion following a fractional Fokker–Planck equation: subdiffusion is faster than normal diffusion

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