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Short time behavior of logarithmic derivatives of the heat kernel

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Publication:1293777
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DOI10.4310/AJM.1997.v1.n1.a2zbMath0930.37027OpenAlexW44521033MaRDI QIDQ1293777

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 solutionconditional expectationsWiener spaceVaradhan's formula


Mathematics Subject Classification ID

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


Related Items (8)

Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces. ⋮ Bismut-Stroock Hessian formulas and local Hessian estimates for heat semigroups and harmonic functions on Riemannian manifolds ⋮ Differential Harnack inequalities on Riemannian manifolds. I: Linear heat equation ⋮ A new entropy formula for the linear heat equation ⋮ Heat equation derivative formulas for vector bundles ⋮ Geometry and analysis of Dirichlet forms ⋮ Small-time asymptotics of Hermite functions on compact symmetric spaces ⋮ Short time behavior of Hermite functions on compact Lie groups




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