Cited in
(79)- Probability distribution in the SABR model of stochastic volatility
- On Li-Yau heat kernel estimate
- Short-time Asymptotics for Semigroups of Diffusion Type and Beyond
- Heat kernel upper bounds for symmetric Markov semigroups
- Genuinely sharp heat kernel estimates on compact rank-one symmetric spaces, for Jacobi expansions, on a ball and on a simplex
- A central limit theorem for Gibbsian invariant measures of 2D Euler equations
- Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions)
- Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowicz--Szabo theorem
- On the geometry of the random representations for viscous fluids and a remarkable pure noise representation
- Limit theorems for random walks in the hyperbolic space
- Laplace-Beltrami operator on digital surfaces
- Two-sided estimates of heat kernels on metric measure spaces
- Renormalized interaction of relativistic bosons with delta function potentials
- Local limit theorem in negative curvature
- Path integration over closed loops and Gutzwiller's trace formula
- Optimal estimates of the heat kernel on Heisenberg type groups
- Stochastic differential geometry: An introduction
- Short time full asymptotic expansion of hypoelliptic heat kernel at the cut locus
- Brownian bridges on Riemannian manifolds
- A PDE approach to jump-diffusions
- Estimation of the density of the solution of the robust Zakaï equation
- Brownian motion on the hyperbolic plane and Selberg trace formula
- Functional analytic (ir-)regularity properties of SABR-type processes
- The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
- Small-scale dynamo in Riemannian spaces of constant curvature
- Pointwise bounds on eigenfunctions and wave packets in N-body quantum systems. V: Lower bounds and path integrals
- The power of the Maupertuis-Jacobi principle-dreams and reality
- Heat kernel on manifolds with ends
- Asymptotic behavior of transition density of diffusion markov process with small diffusion†
- A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition
- Asymptotic decay of the free field covariance on a Riemannian manifold via heat kernel techniques
- Spectral Gaps on Discretized Loop Spaces
- Rigidity for Markovian maximal couplings of elliptic diffusions
- On the probability density function of baskets
- Estimation of the coefficients of a diffusion from discrete observations
- Dynamics and kinematics of reciprocal diffusions
- Asymptotics of the heat exchange.
- Random fields on Riemannian manifolds: A constructive approach
- On left invariant Brownian motions and heat kernels of nilpotent Lie groups
- Classical mechanics, the diffusion (heat) equation and the Schrödinger equation on a Riemannian manifold
- Feynman path integrals and the trace formula for the Schrödinger operators
- A remark on the Gaussian lower bound for the Neumann heat kernel of the Laplace-Beltrami operator
- Gaussian bounds for the Dirichlet heat kernel
- A tri-allelic diffusion model with selection, migration, and mutation
- Orientational probability distribution of an active Brownian particle: an analytical study
- The Seiberg-Witten equations and the Weinstein conjecture
- Off diagonal short time asymptotics for fundamental solution of diffusion equation
- On spectral asymptotics for domains with fractal boundaries
- Second order expansion for implied volatility in two factor local stochastic volatility models and applications to the dynamic -SABR model
- Fellerian pants
- scientific article; zbMATH DE number 5058812 (Why is no real title available?)
- Approximating the density of infinite-dimensional distributions
- Classical mechanics, the diffusion (heat) equation, and the Schrödinger equation
- Parametrix, heat kernel asymptotics, and regularized trace of the diffusion semigroup
- Solvability of the Schrödinger equation by stochastic integration of magnetic fields
- Asymptotic behavior of the spectrum of differential equations
- Brownian pants and Deligne cohomology
- Chernoff approximations of Feller semigroups in Riemannian manifolds
- Local Volatility, Conditioned Diffusions, and Varadhan's Formula
- Kernel density estimation via diffusion
- Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus
- Optimal kernel estimates for elliptic operators with second order discontinuous coefficients
- Method of orbits of coadjoint representation in thermodynamics of noncompact Lie groups
- On the peaks of a stochastic heat equation on a sphere with a large radius
- Asymptotics of Fundamental Solutions of Parabolic Problems
- A global and stochastic analysis approach to bosonic strings and associated quantum fields
- Tessellation groups, harmonic analysis on non-compact symmetric spaces and the heat kernel in view of Cartan convolutional neural networks
- Pointwise convergence of the product integral for a certain integral transformation associated with a Riemannian metric
- Side boundary potentials for a Kolmogorov-type PDE
- A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus
- Stochastic variational formula for fundamental solutions of parabolic PDE
- Revisiting the heat kernel on isotropic and nonisotropic Heisenberg groups
- The heat kernel on asymptotically hyperbolic manifolds
- Order statistics for first passage times in diffusion processes
- Strong short-time asymptotics and convolution approximation of the heat kernel
- Justification of the exact asymptotics of the fundamental solution for a degenerate parabolic equation with a small parameter
- Sharp estimates of the spherical heat kernel
- Stochastic delay equations with hereditary drift: Estimates of the density
- Small-time asymptotics under local-stochastic volatility with a jump-to-default: curvature and the heat kernel expansion
This page was built for publication: DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4076458)
