Short time behavior of logarithmic derivatives of the heat kernel

DOI10.4310/AJM.1997.V1.N1.A2MaRDI QIDQ1293777zbMATH OpenOpenAlexFDO

Authors Daniel W. Stroock, James Turetsky

Publication date 15 February 2000

Published in The Asian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/ajm.1997.v1.n1.a2

zbMATH Keywords

conditional expectationsfundamental solutionVaradhan's formulaWiener space

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Stochastic analysis (60H99)

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Cited in

(14)

• Short time behavior of Hermite functions on compact Lie groups
• Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.
• Short-time asymptotics in Dirichlet spaces
• The estimate of higher derivatives of logarithmic heat kernel on compact Riemannian manifold
• A new entropy formula for the linear heat equation
• Varadhan estimates without probability: lower bound
• Heat equation derivative formulas for vector bundles
• Small-time asymptotics of Hermite functions on compact symmetric spaces
• Bismut-Stroock Hessian formulas and local Hessian estimates for heat semigroups and harmonic functions on Riemannian manifolds
• Logarithmic heat kernel estimates without curvature restrictions
• Differential Harnack inequalities on Riemannian manifolds. I: Linear heat equation
• Short time behavior of the heat kernel and its logarithmic deviatives
• Geometry and analysis of Dirichlet forms
• Invariant measure and universality of the 2D Yang-Mills Langevin dynamic

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