On a short time expansion of the fundamental solution of heat equations by the method of Wiener functionals

DOI10.1215/kjm/1250520656zbMath0638.60067OpenAlexW1597517751MaRDI QIDQ1099501

Hideaki Uemura

Publication date: 1987

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250520656

zbMATH Keywords

heat equationMalliavin calculusRiemannian manifoldfundamental solutionLaplace-Beltrami operatormultiple Wiener integralasymptotic expansions for generalized Wiener functionalsmoments of Gaussian processes

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (4)

Eigenvalue problems for the Schrödinger operator with the magnetic field on a compact Riemann manifold ⋮ Estimation of the density of the solution of the robust Zakaï equation ⋮ Maximum-likelihood estimation for diffusion processes via closed-form density expansions ⋮ Differentiable measures and the Malliavin calculus

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