Diffusion processes in a small time interval

From MaRDI portal
Publication:5537936

DOI10.1002/cpa.3160200404zbMath0155.16503OpenAlexW2068540944MaRDI QIDQ5537936

Srinivasa R. S. Varadhan

Publication date: 1967

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160200404




Related Items (only showing first 100 items - show all)

Discrete geodesic graph (DGG) for computing geodesic distances on polyhedral surfacesLarge deviations for the Yang-Mills measure on a compact surfaceModelling anisotropic covariance using stochastic development and sub-Riemannian frame bundle geometryA Maximum Principle Argument for the Uniform Convergence of Graph Laplacian RegressorsA PDE approach to some asymptotic problems concerning random differential equations with small noise intensitiesSmall time asymptotics on the diagonal for Hörmander's type hypoelliptic operatorsGeodesic distance and curves through isotropic and anisotropic heat equations on images and surfacesGeometric bounds on the growth rate of null-controllability cost for the heat equation in small timeSpectral convergence of Riemannian manifoldsThe Dirichlet-to-Neumann map, viscosity solutions to eikonal equations, and the self-dual equations of pattern formationGenuinely sharp heat kernel estimates on compact rank-one symmetric spaces, for Jacobi expansions, on a ball and on a simplexClosed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuanUnnamed ItemQuenching and propagation of bistable reaction-diffusion fronts in multidimensional periodic mediaUnique solvability of the inverse two-dimensional problem of magnetotelluric sounding for \(H\)-polarizationA large deviation result for a class of Dirichlet processesLinear Multiscale Analysis of Similarities between Images on Riemannian Manifolds: Practical Formula and Affine Covariant MetricsEntropic Approximation of Wasserstein Gradient FlowsApplication of the Fisher-Rao metric to structure detectionRemarks on elliptic singular perturbation problemsShort time asymptotic behaviour and large deviation for Brownian motion on some affine nested fractalsProbability Distribution in the SABR Model of Stochastic VolatilityAsymptotic Implied Volatility at the Second Order with Application to the SABR ModelSecond Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic $$\lambda $$-Sabr ModelSub-Gaussian short time asymptotics for measure metric Dirichlet spacesEquivalence and symmetries for variable coefficient linear heat type equations. ISpectral convergence of Riemannian manifolds. IIThe location of hot spots and other extremal pointsAsymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potentialCurvature terms in small time heat kernel expansion for a model class of hypoelliptic Hörmander operatorsAn application of a conjecture due to Ervedoza and Zuazua concerning the observability of the heat equation in small time to a conjecture due to Coron and Guerrero concerning the uniform controllability of a convection-diffusion equation in the vanishing viscosity limitHeat kernel asymptotics and the distance function in Lipschitz Riemannian manifoldsLarge deviations for Brownian motion on scale irregular Sierpinski gasketsA Varadhan type estimate on manifolds with time-dependent metrics and constant volumeAn asymptotic formula for solutions of Hamilton- Jacobi-Bellman equationsA Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander conditionShort-time behavior for game-theoretic \(p\)-caloric functionsAn ADMM-based scheme for distance function approximationOn the logarithmic energy of points on \(\mathbb{S}^2\)Perelman's entropy formula for the Witten Laplacian on Riemannian manifolds via Bakry-Emery Ricci curvatureLocal spectral gaps on loop spaces.Manifold-based material field series expansion method for topology optimization on free-form surfacesAsymptotic behavior of the solutions for the Laplace equation with a large spectral parameter and the inhomogeneous Robin type conditionsStaying the course: iteratively locating equilibria of dynamical systems on Riemannian manifolds defined by point-cloudsSource and metric estimation in the eikonal equation using optimization on a manifoldEspaces \(H^ p\) au dessus de l'espace hermitien hyperbolique de \(C^ n\) (\(n>1\)). IIThe Heston Riemannian distance functionLocalization of Neumann eigenfunctions near irregular boundariesNote on short-time behavior of semigroups associated to self-adjoint operatorsOn the small time behavior of the nonlinear estimation problem for finite bandwidth signalsInteraction between nonlinear diffusion and geometry of domainThe Laplace-Beltrami operator in almost-Riemannian geometryIs a diffusion process determined by its intrinsic metric?Upper bounds for the heat kernel for conformally Euclidean manifoldsMatrix Li-Yau-Hamilton inequality for the CR heat equation in pseudohermitian \((2n+1)\)-manifoldsEstimates of the integral kernels arising from inverse problems for a three-dimensional heat equation in thermal imagingThe entropy formula for linar heat equationSmall-time Gaussian behavior of symmetric diffusion semigroupsHeat kernel asymptotics for the measurable Riemannian structure on the Sierpinski gasketSharp two-sided heat kernel estimates of twisted tubes and applicationsA concrete estimate for the weak Poincaré inequality on loop spaceThe large-maturity smile for the Heston modelLaplace-Beltrami operator on digital surfacesPath planning with divergence-based distance functionsSpectral convergence of graph Laplacian and heat kernel reconstruction in \(L^\infty\) from random samplesRademacher-type theorems and Sobolev-to-Lipschitz properties for strongly local Dirichlet spacesEquivalence transformations of a fifth-order partial differential equation with variable-coefficientsAn integrated version of Varadhan's asymptotics for lower-order perturbations of strong local Dirichlet formsPolygonal heat conductors with a stationary hot spotAsymptotics and calibration of local volatility modelsKolmogorov-Fokker-Planck operators in dimension two: heat kernel and curvatureMethod of orbits of coadjoint representation in thermodynamics of noncompact Lie groupsNonlinear diffusion with a bounded stationary level surfaceStationary isothermic surfaces and some characterizations of the hyperplane in the \(N\)-dimensional Euclidean spaceLocal volatility dynamic modelsWhite noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalitiesA spectral approach to the shortest path problemExistence and nonexistence of traveling waves and reaction-diffusion front propagation in periodic mediaSmall time asymptotics for SPDEs with locally monotone coefficientsOn heat conductors with a stationary hot spotBrownian bridges to submanifoldsLeast action principle, heat propagation and subelliptic estimates on certain nilpotent groupsGround metric learning on graphsQuadrature points via heat kernel repulsionRandom walk on graphs with regular resistance and volume growthDynamic distance-based shape features for gait recognitionConvolutional wasserstein distancesConstructing solutions for a kinetic model of angiogenesis in annular domainsSmall time heat kernel asymptotics at the cut locus on surfaces of revolutionLarge deviations of conditioned diffusions and applicationsOptimal kernel estimates for elliptic operators with second order discontinuous coefficientsSecond term of the logarithmic asymptotics of path integralsSymmetry Problems on Stationary Isothermic Surfaces in Euclidean SpacesAsymptotic behaviour of the Bessel heat kernelsOn the Dual Geometry of Laplacian EigenfunctionsApproximation of ordinary differential equations by stochastic differential equationsMatzoh ball soup revisited: the boundary regularity issueAsymptotics of the determinant of the Laplacian on hyperbolic surfaces of finite volumeLogarithmic estimates for the density of hypoelliptic two-parameter diffusionsApplication of large deviation methods to the pricing of index options in finance.




This page was built for publication: Diffusion processes in a small time interval