SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS

DOI10.1017/fms.2017.14zbMath1369.60040arXiv1603.01386OpenAlexW2964009968MaRDI QIDQ5280254

Yuzuru Inahama, Setsuo Taniguchi

Publication date: 20 July 2017

Published in: Forum of Mathematics, Sigma (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.01386

zbMATH Keywords

stochastic differential equationasymptotic expansionMalliavin calculusrough pathshypoelliptic diffusionhypoelliptic heat kernel

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Heat kernel (35K08)

Related Items (5)

Heat trace asymptotics on equiregular sub-Riemannian manifolds ⋮ Small-time fluctuations for sub-Riemannian diffusion loops ⋮ ON THE TRANSITION DENSITY FUNCTION OF THE DIFFUSION PROCESS GENERATED BY THE GRUSHIN OPERATOR ⋮ Strong short-time asymptotics and convolution approximation of the heat kernel ⋮ Heat kernel asymptotics on sub-Riemannian manifolds with symmetries and applications to the bi-Heisenberg group

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