Related papers: Small time expansion for a strictly hypoelliptic k…
A small time asymptotics of the density is established for a simplified (non-Gaussian, strictly hypoelliptic) second chaos process tangent to the Dudley relativistic diffusion.
In this paper we prove a short time asymptotic expansion of a hypoelliptic heat kernel on an Euclidean space and a compact manifold. We study the "cut locus" case, namely, the case where energy-minimizing paths which join the two points…
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…
We establish small-time asymptotic expansions for heat kernels of hypoelliptic H\"ormander operators in a neighborhood of the diagonal, generalizing former results obtained in particular by M\'etivier and by Ben Arous. The coefficients of…
An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise to two different rescalings of the process; namely, a…
We study the general solution of the Fokker-Planck equation in d dimensions with arbitrary space and time dependent diffusion matrix and drift term. We show how to construct the solution, for arbitrary initial distributions, as an…
We give an asymptotic expansion of the relative entropy between the heat kernel $q_Z(t,z,w)$ of a compact Riemannian manifold $Z$ and the normalized Riemannian volume for small values of $t$ and for a fixed element $z\in Z$. We prove that…
We investigate the asymptotic behaviour of solutions of a class of nonlocal Fokker--Planck equations defined by nonsingular, heavy-tailed convolution kernels and characterised by a scaling parameter $\e\in(0,1]$ and a fractional index…
The regularized trace of the heat kernel of a one-dimensional Schr\"odinger operator with a singular two-particle contact interaction being of Lieb-Liniger type is considered. We derive a complete small-time asymptotic expansion in…
We study a system of $n$ differential equations, each in dimension $d$. Only the first equation is forced by a Brownian motion and the dependence structure is such that, under a local weak H\"ormander condition, the noise propagates to the…
We give a short proof of a strong version of the short time asymptotic expansion of heat kernels associated to Laplace type operators acting on sections of vector bundles over compact Riemannian manifolds, including exponential decay of the…
We prove that under H\"ormander's type conditions on the coefficients of the unobservable component of a partially observable diffusion process the filtering density is infinitely differentiable and can be represented as the integral of an…
We consider the asymptotics of the discrete heat kernel on isoradial graphs for the case where the time and the edge lengths tend to zero simultaneously. Depending on the asymptotic ratio between time and edge lengths, we show that two…
We consider the heat equation associated with a class of hypoelliptic operators of Kolmogorov-Fokker-Planck type in dimension two. We explicitly compute the first meaningful coefficient of the small time asymptotic expansion of the heat…
In this paper we provide a lower bound for the long time on-diagonal heat kernel of minimal submanifolds in a Cartan-hadamard ambient manifold assuming that the submanifold is of polynomial volume growth. In particular cases, that lower…
This article establishes sufficient conditions for a linear-in-time bound on the non-asymptotic variance of particle approximations of time-homogeneous Feynman-Kac formulae. These formulae appear in a wide variety of applications including…
We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…
We consider the heat equation associated with a class of second order hypoelliptic H\"{o}rmander operators with constant second order term and linear drift. We describe the possible small time heat kernel expansion on the diagonal giving a…
In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential…
We study the behaviors of the relative Bergman kernel metrics on holomorphic families of degenerating hyperelliptic Riemann surfaces and their Jacobian varieties. Near a node or cusp, we obtain precise asymptotic formulas with explicit…