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Diffusion processes on complete riemannian manifolds
Authors:Zhongmin Qian
Institution:(1) Department of Applied Mathematics, Shanghai Institute of Railway Technology, 200333 Shanghai, China
Abstract:In this paper, a basic estimate for the conditional Riemannian Brownian motion on a complete manifold with non-negative Ricci curvature is established. Applying it to the heat kernel estimate of the operator 1/2 Delta +b, we obtain the Aronson's estimate for the operator 1/2 Delta +b, which can be regarded as an extension of Peter Li and S.T. Yau's heat kernel estimate for the Laplace-Beltrami operator.This project is partially supported by the National Natural Science Foundation of China.
Keywords:Complete Riemannian manifold  conditional Riemannian Brownian motion  diffusion  heat kernel  Laplace-Beltrami operator  Ricci curvature  semimartingale
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