Reference : Brownian bridges to submanifolds
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
Brownian bridges to submanifolds
Thompson, James mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Potential Analysis
Yes (verified by ORBilu)
The Netherlands
[en] We introduce and study Brownian bridges to submanifolds. Our method involves proving a general formula for the integral over a submanifold of the minimal heat kernel on a complete Riemannian manifold. We use the formula to derive lower bounds, an asymptotic relation and derivative estimates. We also see a connection to hypersurface local time. This work is motivated by the desire to extend the analysis of path and loop spaces to measures on paths which terminate on a submanifold.
Fonds National de la Recherche - FnR
FnR ; FNR7628746 > Anton Thalmaier > GEOMREV > Geometry of random evolutions > 01/03/2015 > 28/02/2018 > 2014

File(s) associated to this reference

Fulltext file(s):

Open access
PaperTwo.pdfAuthor preprint418.42 kBView/Open

Bookmark and Share SFX Query

All documents in ORBilu are protected by a user license.