EXPONENTIAL DECAY OF A HEAT KERNEL ON THE DIAGONAL .1.

被引:23
作者
BENAROUS, G [1 ]
LEANDRE, R [1 ]
机构
[1] UNIV STRASBOURG 1,F-67084 STRASBOURG,FRANCE
关键词
D O I
10.1007/BF01192161
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We give examples based upon large deviation's theory where the heat kernel of a degenerate diffusion has an exponential decay over the diagonal. Using Malliavin calculus, we give conditions for a more generalized heat kernel to have an exponential decay over the diagonal. We give lower bound in some particular case by using the Bismut's condition.
引用
收藏
页码:175 / 202
页数:28
相关论文
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