Non-exponential decay of the heat kernel

DOI10.1007/BF01192272zbMath0791.60039MaRDI QIDQ1326322

Patrick Florchinger, Rémi Léandre

Publication date: 7 July 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

heat kernel; stochastic calculus of variations

Mathematics Subject Classification ID

60F10: Large deviations

58J65: Diffusion processes and stochastic analysis on manifolds

60H07: Stochastic calculus of variations and the Malliavin calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

Related Items

Estimation of the density of the solution of the robust Zakaï equation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large deviations and the Malliavin calculus
• The Malliavin calculus
• Décroissance exponentielle du noyau de la chaleur sur la diagonale. I. (Exponential decay of the heat kernel over the diagonal. I)
• Stochastic calculus with anticipating integrands
• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Stochastic flows and Taylor series
• Asymptotic expansion of the hypoelliptic heat kernel on the diagonal
• Diagonal short time asymptotics of heat kernels for certain degenerate second order differential operators of Hörmander type
• Diffusions conditionnelles. I. Hypoellipticité partielle
• Développement asymptotique de la densité d’une diffusion dégénérée