Estimate of an Hypoelliptic Heat-Kernel outside the Cut-Locus in Semi-Group Theory

Abstract

We give a proof in semi-group theory based on the Malliavin Calculus of Bismut type in semi-group theory and Wentzel-Freidlin estimates in semi-group of our result giving an expansion of an hypoelliptic heat-kernel outside the cut-locus where Bismut’s non-degeneray condition plays a preominent role.

Share and Cite:

R. Léandre, "Estimate of an Hypoelliptic Heat-Kernel outside the Cut-Locus in Semi-Group Theory," Applied Mathematics, Vol. 3 No. 12A, 2012, pp. 2063-2070. doi: 10.4236/am.2012.312A285.

Conflicts of Interest

The authors declare no conflicts of interest.

References

[1] L. Hoermander, “Hypoelliptic Second Order Differential Equations,” Acta Mathematica, Vol. 119, No. 1, 1967, pp. 147-171. doi:10.1007/BF02392081
[2] P. Malliavin, “Stochastic Calculus of Variations and Hypoelliptic Operators,” In: K. It?, Ed., Stochastic Analysis, Kinokuniya, Tokyo, 1978, pp. 195-263.
[3] R. Léandre, “Malliavin Calculus of Bismut Type in Semi-Group Theory,” Far East Journal of Mathematical Sciences, Vol. 30, 2008, pp. 1-26.
[4] R. Léandre, “Malliavin Calculus of Bismut Type without Probability,” In: V. S. Sunder and A. M. Boutet de Monvel, Eds., Festchrift in Honour of K. Sinha, Proceedings of Indian Academy Sciences—Mathematical Sciences, Vol. 116, 2006, pp. 507-518.
[5] M. Gromov, “Carnot-Caratheodory Spaces Seen from within,” In: A. Bellaiche, Ed., Sub-Riemannian Geometry, Birkhauser, Boston, 1996, pp. 79-323. doi:10.1007/978-3-0348-9210-0_2
[6] I. Kupka, “Géométrie Sous-Riemannienne,” In Séminaire Bourbaki, Astérisque, Vol. 241, 1997, pp. 351-380.
[7] J. M. Bismut, “Large Deviations and the Malliavin Calculus,” Birkhauser, Boston, 1984.
[8] R. Léandre, “Estimation en Temps Petit de la Densité d’Une Diffusion Hypoelliptique,” C. R. A. S. Série I, Vol. 301, 1985, pp. 801-804.
[9] R. Léandre, “Intégration dans la Fibre Associée a une Diffusion Dégénérée,” Probability Theory and Related Fields, Vol. 76, No. 3, 1987, pp. 341-358. doi:10.1007/BF01297490
[10] G. Ben Arous, “Méthode de Laplace et de la Phase Stationnaire sur l’Espace de Wiener,” Stochastic, Vol. 25, No. 3, 1988, pp. 125-153. doi:10.1080/17442508808833536
[11] S. Takanobu and S. Watanabe, “Asymptotic Expansion Formulas of Schilder Type for a Class of Conditional Wiener Functional Integration,” In: K. D. Elworthy and N. Ikeda, Eds., Asymptotic Problems in Probability Theory: Wiener Functionals and Asymptotics, Longman, New York, 1992, pp. 194-241.
[12] S. Watanabe, “Analysis of Wiener Functionals (Malliavin Calculus) and Its Applications to Heat Kernels,” Annals of Probability, Vol. 15, No. 1, 1987, pp. 1-39. doi:10.1214/aop/1176992255
[13] T. J. S. Taylor, “Off Diagonal Asymptotics of Hypoelliptic Diffusion Equations and Singular Riemannian Geometry,” Pacific Journal of Mathematics, Vol. 136, No. 2, 1989, pp. 379-394. doi:10.2140/pjm.1989.136.379
[14] S. Kusuoka, “More Recent Theory of Malliavin Calculus,” Sugaku Expositions, Vol. 5, 1992, pp. 155-173.
[15] R. Léandre, “Appliquations Quantitatives et Qualitatives du Calcul de Malliavin,” In: M. Métivier and S. Watanabe, Eds., Stochastic Analysis, L. N. M., Vol. 1322, Springer, Berlin, 1988, pp. 109-134.
[16] S. Watanabe, “Stochastic Analysis and Its Applications,” Sugaku, Vol. 5, 1992, pp. 51-72.
[17] F. Baudoin, “An Introduction to the Geometry of Stochastic Flows,” Imperial College Press, London, 2000.
[18] E. B. Davies, “Heat Kernels and Spectral Theory,” Cambridge University Press, Cambridge, 1992.
[19] N. Varopoulos, L. Saloff-Coste and T. Coulhon, “Analysis and Geometry on Groups,” Cambridge University Press, Cambridge, 1992.
[20] D. Jerison and A. Sanchez-Calle, “Subelliptic Differential Operators,” In: C. Berenstein, Ed., Complex Analysis III, L. N. M., Vol. 1277, Springer, Berlin, 1987, pp. 46-77. doi:10.1007/BFb0078245
[21] R. Léandre, “Varadhan Estimates without Probability: Lower Bounds,” In: D. Baleanu, et al., Eds., Mathematical Methods in Engineerings,” Springer, Berlin, 2007, pp. 205-217.
[22] R. Léandre, “Varadhan Estimates in Semi-Group Theory: Upper Bound,” In: M. Garcia-Planas, et al., Eds., Applied Computing Conference, WSEAS Press, Athens, 2008, pp. 77-81.
[23] R. Léandre, “Large Deviations Estimates in Semi-Group Theory,” In: T. E. Simos, et al., Eds., Numerical Analysis and Applied Mathematics, A. I. P. Proceedings, American Institute Physics, Melville, 2008, pp. 351-355.
[24] B. Gaveau, “Principe de Moindre Action, Propagation de la Chaleur et Estimées Sous-Elliptique sur Certains Groupes Nilpotents,” Acta Mathematica, Vol. 107, 1977, pp. 43-101.
[25] R. Léandre, “Wentzel-Freidlin Estimates in Semi-Group Theory,” In: Y. C. Soh, Ed., Control, Automation Robotics and Vision, 2008, pp. 2233-2235.
[26] P. A. Meyer, “Flot d’Une équation Différentielle Stochastique,” In: P. A. Meyer, et al., Eds., Séminaire de Probabilités XV, L. N. M., Vol. 850, Springer, Berlin, 1981, pp.100-117.
[27] P. Protter, “Stochastic Integration and Differential Equations,” Springer, Berlin, 1995.

Copyright © 2024 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.