DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY

Cited In (76)

Short-time Asymptotics for Semigroups of Diffusion Type and Beyond
A central limit theorem for Gibbsian invariant measures of 2D Euler equations
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
Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowicz--Szabo theorem
Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions)
On the geometry of the random representations for viscous fluids and a remarkable pure noise representation
Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic $$\lambda $$-Sabr Model
Renormalized interaction of relativistic bosons with delta function potentials
Laplace-Beltrami operator on digital surfaces
Two-sided estimates of heat kernels on metric measure spaces
Local limit theorem in negative curvature
Optimal estimates of the heat kernel on Heisenberg type groups
Path integration over closed loops and Gutzwiller's trace formula
Stochastic differential geometry: An introduction
Brownian bridges on Riemannian manifolds
A PDE approach to jump-diffusions
Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion
Estimation of the density of the solution of the robust Zakaï equation
Brownian motion on the hyperbolic plane and Selberg trace formula
The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
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
Asymptotic behavior of transition density of diffusion markov process with small diffusion^†
Heat kernel on manifolds with ends
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
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
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
Probability Distribution in the SABR Model of Stochastic Volatility
Orientational probability distribution of an active Brownian particle: an analytical study
A remark on the Gaussian lower bound for the Neumann heat kernel of the Laplace-Beltrami operator
Feynman path integrals and the trace formula for the Schrödinger operators
Gaussian bounds for the Dirichlet heat kernel
A tri-allelic diffusion model with selection, migration, and mutation
The Seiberg-Witten equations and the Weinstein conjecture
Off diagonal short time asymptotics for fundamental solution of diffusion equation
FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES
On spectral asymptotics for domains with fractal boundaries
Revisiting the heat kernel on isotropic and nonisotropic Heisenberg groups*
Classical mechanics, the diffusion (heat) equation, and the Schrödinger equation
Approximating the density of infinite-dimensional distributions
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
Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus
Kernel density estimation via diffusion
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
A global and stochastic analysis approach to bosonic strings and associated quantum fields
SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS
Pointwise convergence of the product integral for a certain integral transformation associated with a Riemannian metric
Stochastic variational formula for fundamental solutions of parabolic PDE
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
On the Probability Density Function of Baskets
Sharp estimates of the spherical heat kernel
Stochastic delay equations with hereditary drift: Estimates of the density
On Li-Yau heat kernel estimate
Small-scale dynamo in Riemannian spaces of constant curvature
A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition
Title not available (Why is that?)
Fellerian pants
Chernoff approximations of Feller semigroups in Riemannian manifolds
Local Volatility, Conditioned Diffusions, and Varadhan's Formula
Asymptotics of Fundamental Solutions of Parabolic Problems
A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus
Justification of the exact asymptotics of the fundamental solution for a degenerate parabolic equation with a small parameter

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