Décroissance exponentielle du noyau de la chaleur sur la diagonale. I. (Exponential decay of the heat kernel over the diagonal. I)
From MaRDI portal
Publication:810999
DOI10.1007/BF01192161zbMath0734.60026OpenAlexW1575613179MaRDI QIDQ810999
Rémi Léandre, Gérard Ben Arous
Publication date: 1991
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01192161
Malliavin calculuslarge deviations theoryexponential decay over the diagonalheat kernel of a degenerate diffusion
Diffusion processes (60J60) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items
Non-exponential decay of the heat kernel, Heat trace asymptotics on equiregular sub-Riemannian manifolds, Small time asymptotics on the diagonal for Hörmander's type hypoelliptic operators, Tube estimates for diffusion processes under a weak Hörmander condition, Small-time fluctuations for the bridge in a model class of hypoelliptic diffusions of weak Hörmander type, Varadhan–Léandre estimates for a family of random vectors, Estimation of the density of the solution of the robust Zakaï equation, The subelliptic heat kernel on the anti-de Sitter space, Small-time fluctuations for sub-Riemannian diffusion loops, Curvature terms in small time heat kernel expansion for a model class of hypoelliptic Hörmander operators, Logarithmic heat kernel estimates without curvature restrictions, Spectral theory of a class of nilmanifolds attached to Clifford modules, Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations, A criterium for the strict positivity of the density of the law of a Poisson process, Marginal Density Expansions for Diffusions and Stochastic Volatility I: Theoretical Foundations, Singularities of hypoelliptic Green functions, Malliavin calculus for infinite-dimensional systems with additive noise, Tube estimates for diffusions under a local strong Hörmander condition, Density estimates and short-time asymptotics for a hypoelliptic diffusion process, Small-time asymptotics of hypoelliptic heat kernels near the diagonal, nilpotentization and related results, Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering, Exponential decay of the heat kernel over the diagonal. II
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large deviations and the Malliavin calculus
- Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator
- Balls and metrics defined by vector fields. I: Basic properties
- The Campbell-Baker-Hausdorff-Dynkin formula and solutions of differential equations
- Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
- Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
- Stochastic flows and Taylor series
- Diagonal short time asymptotics of heat kernels for certain degenerate second order differential operators of Hörmander type
- Methods de laplace et de la phase stationnaire sur l'espace de wiener
- [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
