DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY

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

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