Proceedings of the Korean Statistical Society Conference (한국통계학회:학술대회논문집)
- 2003.05a
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- Pages.31-36
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- 2003
An application of a short time expansion of the heat kernel by the generalized Wiener functional
Abstract
Using a short time expansion of the fundamental solution of heat equation by analysis of Wiener functional with the help of Malliavin calculus, we obtain the asymptotic expansion of the mean distance of Brownian motion on Riemannian manifolds.
Keywords
- Generalized Wiener functional;
- Riemannian manifold;
- Ornstein-Uhlenbeck operator;
- Scalar curvature;
- Malliavin calculus