First order Feynman-Kac formula

DOI10.1016/J.SPA.2017.10.010MaRDI QIDQ1660309zbMATH OpenOpenAlexWikidataFDO

Authors Y. Aharonov

Publication date 15 August 2018

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.03856

zbMATH Keywords

Feynman-Kac formulaGaussian bounds for fundamental solutions of parabolic equationslogarithmic heat kernelsmanifold with a polesemi-classical bridge

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Invariance and symmetry properties for PDEs on manifolds (58J70) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: We study the parabolic integral kernel associated with the weighted Laplacian and the Feynman-Kac kernels. For manifold with a pole we deduce formulas and estimates for them and for their derivatives, given in terms of a Gaussian term and the semi-classical bridge. Assumptions are on the Riemannian data.

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Cited in

(3)

• Logarithmic heat kernel estimates without curvature restrictions
• Functional inequalities for Feynman-Kac semigroups
• Derivatives of Feynman-Kac semigroups

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