Small time Gaussian estimates of heat diffusion kernels. II: The theory of large deviations
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Publication:748998
DOI10.1016/0022-1236(90)90136-9zbMath0712.58056OpenAlexW2142359645MaRDI QIDQ748998
Publication date: 1990
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-1236(90)90136-9
Numerical computation of solutions to systems of equations (65H10) Diffusion processes (60J60) Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65) Heat and other parabolic equation methods for PDEs on manifolds (58J35)
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Cites Work
- Balls and metrics defined by vector fields. I: Basic properties
- Analysis on nilpotent groups
- Hardy-Littlewood theory for semigroups
- Fundamental solutions for second order subelliptic operators
- Hypoelliptic differential operators and nilpotent groups
- Free systems of vector fields
- Gaussian upper bounds for the heat kernels of some second-order operators on Riemannian manifolds
- Principe du maximum, inégalité de Harnack et unicité du problème de Cauchy pour les opérateurs elliptiques dégénérées
- Hardy Spaces on Homogeneous Groups. (MN-28), Volume 28
- Analysis on Lie groups
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