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

DOI10.1215/KJM/1250520656zbMATH Open0638.60067OpenAlexW1597517751MaRDI QIDQ1099501FDOQ1099501

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

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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)

Cited In (9)

• Brownian motion and Riemannian geometry in the neighbourhood of a submanifold
• Eigenvalue problems for the Schrödinger operator with the magnetic field on a compact Riemann manifold
• Estimation of the density of the solution of the robust Zakaï equation
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• Differentiable measures and the Malliavin calculus
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions
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• Short-time geometry of random heat kernels

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