Path integral formulae for heat kernels and their derivatives

DOI10.1007/BF01192562zbMATH Open0791.58112WikidataQ126028145 ScholiaQ126028145MaRDI QIDQ1326331FDOQ1326331

James R. Norris

Publication date: 18 May 1994

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Brownian motionheat kernelpath integrals

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

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• On the parabolic kernel of the Schrödinger operator
• Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus
• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
• Large deviations and the Malliavin calculus
• Asymptotic probabilities and differential equations
• Flows of stochastic dynamical systems: The functional analytic approach

Cited In (12)

• Heat kernel: proper-time method, Fock-Schwinger gauge, path integral, and Wilson line
• Higher order derivatives of heat semigroups on spheres and Riemannian symmetric spaces
• Heat equation derivative formulas for vector bundles
• Bismut type formulae for diffusion semigroups on Riemannian manifolds
• Logarithmic heat kernel estimates without curvature restrictions
• Hilbert Space of Spinor Fields Over the Free Loop Space
• SOME FAMILIES OF q-VECTOR FIELDS ON PATH SPACES
• Reflecting Brownian motion and the Gauss-Bonnet-Chern theorem
• Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature.
• A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold
• Generalized Feynman path integrals and applications to higher-order heat-type equations
• Stochastic gauge transform of the string bundle

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• Renormalized integrals and a path integral formula for the heat kernel on a manifold 👍 👎

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