On the Principle of not Feeling the Boundary for Diffusion Processes

DOI10.1112/jlms/51.2.373zbMath0822.58053OpenAlexW2112413039MaRDI QIDQ4842051

Elton P. Hsu

Publication date: 26 July 1995

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/jlms/51.2.373

zbMATH Keywords

diffusion processheat kernelshort-time asymptotics

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Perturbations of PDEs on manifolds; asymptotics (58J37)

Related Items (14)

Intrinsic expansions for averaged diffusion processes ⋮ Feeling boundary by Brownian motion in a ball ⋮ Heat content asymptotics for sub-Riemannian manifolds ⋮ On the geometry of semiclassical limits on Dirichlet spaces ⋮ First-order heat content asymptotics on \(\mathsf{RCD} (K, N)\) spaces ⋮ Reflecting Brownian motion and the Gauss-Bonnet-Chern theorem ⋮ On the corner contributions to the heat coefficients of geodesic polygons ⋮ Locality of the heat kernel on metric measure spaces ⋮ Kolmogorov-Fokker-Planck operators in dimension two: heat kernel and curvature ⋮ Brownian bridges to submanifolds ⋮ Short-time asymptotic expansions of semilinear evolution equations ⋮ The principle of not feeling the boundary for the SABR model ⋮ Small-time asymptotics of hypoelliptic heat kernels near the diagonal, nilpotentization and related results ⋮ Extreme hitting probabilities for diffusion*

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