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

fundamental solutionWiener spaceconditional expectationsVaradhan's formula

Mathematics Subject Classification ID

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

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Cited in

(12)

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

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