On a short time expansion of the fundamental solution of heat equations by the method of Wiener functionals

DOI10.1215/KJM/1250520656MaRDI QIDQ1099501zbMATH OpenOpenAlexFDO

Authors Hideaki Uemura

Publication date 1987

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250520656

zbMATH Keywords

Malliavin calculusheat equationLaplace-Beltrami operatorRiemannian manifoldfundamental solutionmultiple Wiener integralasymptotic expansions for generalized Wiener functionalsmoments of Gaussian processes

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)

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