Abstract
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.
Original language | French |
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Pages (from-to) | 175-202 |
Number of pages | 28 |
Journal | Probability Theory and Related Fields |
Volume | 90 |
Issue number | 2 |
DOIs | |
State | Published - Jun 1991 |
ASJC Scopus subject areas
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty