Short time asymptotics of random heat kernels

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Consider the stochastic differential equation NEWLINE\[NEWLINEdx=X_0 (x)dt+ \sum^r_{j=1} X_j(x)dB_j (t)+\sum^m_{k=1} Y_k(x)d W_k(t)NEWLINE\]NEWLINE on \(\mathbb{R}^d\), where \((B_j, W_k)_{j,k}\) is a standard Wiener process on \(\mathbb{R}^{r+m}\), and \((X_j)\) and \((Y_k)\) are complete \(C^\infty\) vector fields. Defining a random transition semigroup by taking expectation only with respect to \((B_j)_{1\leq j\leq r}\), the notion of a random heat kernel is introduced. Then conditions on the vector fields are formulated which allow to characterise the short time asymptotics of these random heat kernels in a fashion similar to the author's results on the classical heat kernel. Proofs are announced to be published elsewhere.NEWLINENEWLINEFor the entire collection see [Zbl 0958.00050].

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