Decroissance exponentielle du noyau de la chaleur sur la diagonale (I)

G. Ben Arous, R. Léandre

Research output: Contribution to journalArticle

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 languageFrench
Pages (from-to)175-202
Number of pages28
JournalProbability Theory and Related Fields
Volume90
Issue number2
DOIs
StatePublished - Jun 1991

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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