Related papers: Wrapping Brownian motion and heat kernels I: compa…
Let $G$ be a compact connected Lie group equipped with a bi-invariant metric. We calculate the asymptotic expansion of the heat kernel of the laplacian on $G$ and the heat trace using Lie algebra methods. The Duflo isomorphism plays a key…
We approximate the heat kernel $h(x,y,t)$ on a compact connected Riemannian manifold $M$ without boundary uniformly in $(x,y,t)\in M\times M\times [a,b]$, $a>0$, by $n$-fold integrals over $M^n$ of the densities of Brownian bridges.…
In this thesis we describe a type of metric space called an Euclidean polyhedral complex. We define a Dirichlet form on it; this is used to give a corresponding heat kernel. We provide a uniform small time Poincare inequality for complexes…
We relate Gruet formula for the heat kernel on real hyperbolic spaces to the commonly used one derived from Millson induction. The bridge between both formulas is settled by Yor result on the joint distribution of a Brownian motion and of…
Assume that the circle group acts holomorphically on a compact K\"ahler manifold with isolated fixed points and that the action can be lifted holomorphically to a holomorphic Hermitian vector bundle. We give a heat kernel proof of the…
It is shown that the heat kernel operator for the Laplace operator on any covariantly constant curved background, i.e. in symmetric spaces, may be presented in form of an averaging over the Lie group of isometries with some nontrivial…
A generical formalism for the discussion of Brownian processes with non-constant particle number is developed, based on the observation that the phase space of heat possesses a product structure that can be encoded in a commutative unit…
We investigate positive definiteness of the Brownian kernel K(x,y)=1/2(d(x,x_0) + d(y,x_0) - d(x,y)) on a compact group G and in particular for G=SO(n).
Let M be a compact Riemannian manifold with smooth boundary. We obtain the exact long time asymptotic behaviour of the heat kernel on abelian coverings of M with mixed Dirichlet and Neumann boundary conditions. As an application, we study…
We study the radial parts of the Brownian motions on K\"ahler and quaternion K\"ahler manifolds. Thanks to sharp Laplacian comparison theorems, we deduce as a consequence a sharp Cheeger-Yau type lower bound for the heat kernels of such…
By considering an ensemble of Brownian particles suspended in a heat bath as a thermodynamic system with an internal degree of freedom it is possible to obtain the Fokker-Planck equation for Brownian motion in a temperature gradient, by…
We will discuss what it means for a general heat kernel on a metric measure space to be local. We show that the Wiener measure associated to Brownian motion is local. Next we show that locality of the Wiener measure plus a suitable decay…
This paper investigates the application of the classical Chernoff's theorem to construct explicit solutions for the heat and Schr\"odinger equations on the Heisenberg group $\mathbb{H}^d$. Using semigroup approximation techniques, we obtain…
Heat kernels arise in a variety of contexts including probability, geometry, and functional analysis; the automorphic heat kernel is particularly important in number theory and string theory. The typical construction of an automorphic heat…
We study the quantization of the regularized hamiltonian, $H$, of the compactified D=11 supermembrane with non-trivial winding. By showing that $H$ is a relatively small perturbation of the bosonic hamiltonian, we construct a Dyson series…
We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general class of infinite-dimensional nilpotent Lie groups based on…
The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by a linear fractional Brownian motion. We show that this…
We study heat and wave type equations on a separable Hilbert space $\mathcal{H}$ by considering non-local operators in time with any positive densely defined linear operator with discrete spectrum. We show the explicit representation of the…
This paper aims to study the asymptotic behaviour of the fundamental solutions (heat kernels) of non-local (partial and pseudo differential) equations with fractional operators in time and space. In particular, we obtain exact asymptotic…
In this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter $H>1/2$. Our results rely on recent…