Related papers: Hypoelliptic heat kernels on infinite-dimensional …

We study a stochastic differential equation in the sense of rough path theory driven by fractional Brownian rough path with Hurst parameter H (1/3 < H <= 1/2) under the ellipticity assumption at the starting point. In such a case, the law…

We find a Gaussian off-diagonal heat kernel estimate for uniformly elliptic operators with measurable coefficients acting on regions $\Omega\subseteq\real^N$, where the order $2m$ of the operator satisfies $N<2m$. The estimate is expressed…

We prove that for a finite collection of real-valued functions $f_{1},...,f_{n}$ on the group of complex numbers of modulus 1 which are derivable with Lipschitz continuous derivative, the distribution of $(\tr f_{1},...,\tr f_{n})$ under…

In this paper we study left-invariant Laplacians on compact connected groups that are form-comparable perturbations of bi-invariant Laplacians. Our results show that Gaussian bounds for derivatives of heat kernels enjoyed by certain…

A non-relativistic quantum model is considered with a point particle carrying a charge $e$ and moving on the plane pierced by two infinitesimally thin Aharonov-Bohm solenoids and subjected to a perpendicular uniform magnetic field of…

We introduce a class of central symmetric infinitely divisible probability measures on compact Lie groups by lifting the characteristic exponent from the real line via the Casimir operator. The class includes Gauss, Laplace and stable-type…

We study the heat kernel transform on a nilmanifold $ M $ of the Heisenberg group. We show that the image of $ L^2(M) $ under this transform is a direct sum of weighted Bergman spaces which are related to twisted Bergman and Hermite-Bergman…

The aim of this note is twofold. The first one is to find conditions on the asymptotic sequence which ensures differentiation of a general asymptotic expansion with respect to it. Our method results from the classical one but generalizes…

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…

We explicitly construct a heat kernel as a Neumann series for certain function spaces, such as $L^{1}$, $L^{2}$, and Hilbert spaces, associated to a locally compact Hausdorff space $\mathfrak{X}$ with Borel $\sigma$-algebra $\mathcal{B}$,…

We give a sufficient condition under which the time-marginal law of $\mu$-reversible infinite interacting Brownian motions is characterised as the steepest gradient descent of the relative entropy in the Wasserstein space in the sense of…

We first prove the L^p-convergence (p\geq 1) and a Fernique-type exponential integrability of divergence functionals for all Cameron-Martin vector fields with respect to the pinned Wiener measure on loop spaces over a compact Riemannian…

We consider a class of constant-coefficient partial differential operators on a finite-dimensional real vector space which exhibit a natural dilation invariance. Typically, these operators are anisotropic, allowing for different degrees in…

We obtain two-sided heat kernel estimates for Riemannian manifolds with ends with mixed boundary condition, provided that the heat kernels for the ends are well understood. These results extend previous results of Grigor'yan and…

We study the boundary trace processes of reflected diffusions on uniform domains. We obtain stable-like heat kernel estimates for such a boundary trace process when the diffusion on the underlying ambient space satisfies sub-Gaussian heat…

For incomplete sub-Riemannian manifolds, and for an associated second-order hypoelliptic operator, which need not be symmetric, we identify two alternative conditions for the validity of Gaussian-type upper bounds on heat kernels and…

The heat kernel on the symmetric space of positive definite Hermitian matrices is used to endow the spaces of Bergman metrics of degree k on a Riemann surface M with a family of probability measures depending on a choice of the background…

On a large class of Riemannian manifolds with boundary, some dimension-free Harnack inequalities for the Neumann semigroup is proved to be equivalent to the convexity of the boundary and a curvature condition. In particular, for $p_t(x,y)$…

Let M be a complete Riemannian manifold with a free cocompact Z^k-action. Let k(t,x,y) be the heat kernel on M. We compute the asymptotics of k(t,x,y) in the limit in which t goes to infinity and d(x,y) is comparable to sqrt{t}. We show…

The heat kernel associated with an elliptic second-order partial differential operator of Laplace type acting on smooth sections of a vector bundle over a Riemannian manifold, is studied. A general manifestly covariant method for…