Displaying similar documents to “On nonstandard potentials in a Stefan problem.”

Stochastic Taylor expansions and heat kernel asymptotics

Fabrice Baudoin (2012)

ESAIM: Probability and Statistics

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These notes focus on the applications of the stochastic Taylor expansion of solutions of stochastic differential equations to the study of heat kernels in small times. As an illustration of these methods we provide a new heat kernel proof of the Chern–Gauss–Bonnet theorem.