Stochastic Taylor expansions and heat kernel asymptotics

Author:

Baudoin Fabrice

Publisher

EDP Sciences

Subject

Statistics and Probability

Reference45 articles.

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2. Azencott R., Formule de Taylor stochastique et développements asymptotiques d’intégrales de Feynman, inSéminaire de probabilités XVI, edited by J. Azema, M. Yor.Lect. Notes. Math.921(1982) 237–284.

3. Azencott R., Densité des diffusions en temps petit : développements asymptotiques (part I),Sem. Prob.18(1984) 402–498.

4. F. Baudoin,An Introduction to the Geometry of Stochastic Flows. Imperial College Press (2004).

5. Baudoin F., Brownian Chen series and Atiyah–Singer theorem.J. Funct. Anal.254(2008) 301–317.

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