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A Gaussian estimate for the Heat Kernel on differential forms and application to the Riesz transform
Gaussian the Heat Kernel differential forms
2010/11/24
Let $(M^m,g)$ be a m-dimensional complete Riemannian manifold which satisfies the n-Sobolev inequality and on which the volume growth is comparable to the one of $\R^n$ for big balls; if the Hodge Lap...
On Girsanov's transform for backward stochastic differential equations
stochastic differential equations math
2010/11/19
By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Came...