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math.PR2016★ 1 cited
Short time full asymptotic expansion of hypoelliptic heat kernel at the cut locus
Yuzuru Inahama, Setsuo Taniguchi
In this paper we prove a short time asymptotic expansion of a hypoelliptic heat kernel on an Euclidean space and a compact manifold. We study the "cut locus" case, namely, the case…
math.PR2016
Rough path theory and stochastic calculus
Yuzuru Inahama
T. Lyons' rough path theory is something like a deterministic version of K. Ito's theory of stochastic differential equations, combined with ideas from K. T. Chen's theory of itera…