Short time behavior of logarithmic derivatives of the heat kernel

DOI10.4310/AJM.1997.V1.N1.A2zbMATH Open0930.37027OpenAlexW44521033MaRDI QIDQ1293777FDOQ1293777

Authors: Daniel W. Stroock, James Turetsky 

Publication date: 15 February 2000

Published in: The Asian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/ajm.1997.v1.n1.a2

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zbMATH Keywords

fundamental solutionWiener spaceconditional expectationsVaradhan's formula

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Stochastic analysis (60H99)

Cited In (10)

• A new entropy formula for the linear heat equation
• Heat equation derivative formulas for vector bundles
• Geometry and analysis of Dirichlet forms
• Short-time asymptotics in Dirichlet spaces
• Short time behavior of Hermite functions on compact Lie groups
• Differential Harnack inequalities on Riemannian manifolds. I: Linear heat equation
• Small-time asymptotics of Hermite functions on compact symmetric spaces
• Varadhan estimates without probability: lower bound
• Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.
• Bismut-Stroock Hessian formulas and local Hessian estimates for heat semigroups and harmonic functions on Riemannian manifolds

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