Non-exponential decay of the heat kernel

DOI10.1007/BF01192272zbMath0791.60039OpenAlexW2055453657MaRDI QIDQ1326322

Patrick Florchinger, Rémi Léandre

Publication date: 7 July 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01192272

zbMATH Keywords

heat kernelstochastic calculus of variations

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Estimation of the density of the solution of the robust Zakaï equation

Cites Work

• Large deviations and the Malliavin calculus
• The Malliavin calculus
• Décroissance exponentielle du noyau de la chaleur sur la diagonale. I. (Exponential decay of the heat kernel over the diagonal. I)
• Stochastic calculus with anticipating integrands
• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Stochastic flows and Taylor series
• Asymptotic expansion of the hypoelliptic heat kernel on the diagonal
• Diagonal short time asymptotics of heat kernels for certain degenerate second order differential operators of Hörmander type
• Diffusions conditionnelles. I. Hypoellipticité partielle
• Développement asymptotique de la densité d’une diffusion dégénérée
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