Short-Time Asymptotics of the Heat Kernel on a Concave Bboundary

DOI10.1137/0520074zbMath0685.58035OpenAlexW1968502940MaRDI QIDQ4735821

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Publication date: 1989

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0520074

zbMATH Keywords

manifoldBrownian bridgeLaplace-Beltrami operatorheat kernelGirsanov formulaFeynman-Kac formulaWiener functionaldiffusion process on

Mathematics Subject Classification ID

Heat equation (35K05) Diffusion processes and stochastic analysis on manifolds (58J65)

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