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.
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty