Recent results on the short-time geometry of random heat kernels
Fundamental solutions to PDEs (35A08) Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60) Diffusion processes and stochastic analysis on manifolds (58J65) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11)
This is an announcement of results submitted for publication elsewhere. The author considers the random heat kernel associated with the Stratonovich equation \(du= {1\over 2} \Delta udt+ (\sigma, \nabla u)\circ dW_t\) on a Riemannian manifold. Almost sure short-time asymptotics is given. Comparing with the deterministic equation, the formula contains an exponential correction term.
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- scientific article; zbMATH DE number 926732 (Why is no real title available?)
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