Related papers: Wrapping Brownian motion and heat kernels I: compa…
In this survey article, we review the relation between heat kernels and path integrals. In particular, we review recent results on the approximation of the Wiener measure on compact manifold by measures on (finite-dimensional) spaces of…
This paper proposes a novel framework for manifold-valued regression and establishes its consistency as well as its contraction rate. It assumes a predictor with values in the interval $[0,1]$ and response with values in a compact…
In this paper, we study the heat kernel associated to the intrinsic sublaplacian on a quaternionic contact manifold considered as a subriemannian manifold. More precisely, we explicitly compute the first two coefficients $c_0$ and $c_1$…
This paper is concerned with the Poisson and heat equations on spaces of constant curvature. More explicitly we provide new methods for obtaining old and new explicit formulas for the Poisson and heat semigroups on the Euclidean, spherical…
Different initial and boundary value problems for the equation of vibrations of rods (also called Fresnel equation) are solved by exploiting the connection with Brownian motion and the heat equation. The analysis of the fractional version…
A system of N Brownian particles suspended in a nonuniform heat bath is treated as a thermodynamic system whith internal degrees of freedom, in this case their velocities and coordinates. Applying the scheme of non-equilibrium…
We prove Beurling's theorem for rank 1 Riemmanian symmetric spaces and relate it to the characterization of the heat kernel of the symmetric space.
In this article, we describe a geometric method to study cusp forms, which relies on heat kernel and Bergman kernel analysis. This new approach of applying techniques coming from analytic geometry is based on the micro-local analysis of the…
The purpose of this article is to establish regularity and pointwise upper bounds for the (relative) fundamental solution of the heat equation associated to the weighted dbar-operator in $L^2(C^n)$ for a certain class of weights. The…
We construct the fundamental solution (the heat kernel) $p^{\kappa}$ to the equation $\partial_t=\mathcal{L}^{\kappa}$, where under certain assumptions the operator $\mathcal{L}^{\kappa}$ takes one of the following forms, \begin{align*}…
We study the heat statistics of a quantum Brownian motion described by the Caldeira-Leggett model. By using the path integral approach, we introduce a novel concept of the quantum heat functional along every pair of Feynman paths. This…
We establish a version of the Feynman-Kac formula for the multidimensional stochastic heat equation with a multiplicative fractional Brownian sheet. We use the techniques of Malliavin calculus to prove that the process defined by the…
The heat kernel for the Cauchy-Riemann subLaplacian on S(2n+1) is derived in a manner which is completely analogous to the classical derivation of elliptic heat kernels. This suggests that the classical hamiltonian construction of elliptic…
The heat kernel transform H_t for the Heisenberg group is studied in detail. The main result shows that the image of H_t is a direct sum of two weighted Bergman spaces whose associated weighted functions are of oscillatory nature, i.e.…
We present decompositions of various positive kernels as integrals or sums of positive kernels. Within this framework we study the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions. As a…
The paper is devoted to a local heat kernel, which is a special part of the standard heat kernel. Locality means that all considerations are produced in an open convex set of a smooth Riemannian manifold. We study such properties and…
The main results of the article are short time estimates and asymptotic estimates for the first two order derivatives of the logarithmic heat kernel of a complete Riemannian manifold. We remove all curvature restrictions and also develop…
An approach for solving scattering problems, based on two quantum field theory methods, the heat kernel method and the scattering spectral method, is constructed. This approach converts a method of calculating heat kernels into a method of…
Under the assumption that data lie on a compact (unknown) manifold without boundary, we derive finite sample bounds for kernel smoothing and its (first and second) derivatives, and we establish asymptotic normality through Berry-Esseen type…
Let M be a smooth closed (compact without boundary) Riemannian manifold of dimension n and P a q-dimensional smooth submanifold of M. U will denote the tubular neighborhood of P in M. Let E be a smooth vector bundle over M. Here we will…