Sergio Albeverio, Boubaker Smii, “Borel summation of the small time expansion of some SDE's driven by Gaussian white noise”, ASY, 114:3-4 (2019), 211
Thomas Caissard, David Coeurjolly, Jacques-Olivier Lachaud, Tristan Roussillon, “Laplace–Beltrami Operator on Digital Surfaces”, J Math Imaging Vis, 61:3 (2019), 359
Hong-Quan Li, Ye Zhang, “Revisiting the heat kernel on isotropic and nonisotropic Heisenberg groups*”, Communications in Partial Differential Equations, 44:6 (2019), 467
Rémi Léandre, Trends in Mathematics, Analysis of Pseudo-Differential Operators, 2019, 157
Adam Nowak, Peter Sjögren, Tomasz Z. Szarek, “Sharp estimates of the spherical heat kernel”, Journal de Mathématiques Pures et Appliquées, 129 (2019), 23
Stefano De Marco, Peter K. Friz, “Local Volatility, Conditioned Diffusions, and Varadhan's Formula”, SIAM J. Finan. Math., 9:2 (2018), 835
Nathaniel Eldredge, Maria Gordina, Laurent Saloff-Coste, “Left-invariant geometries on SU(2) are uniformly doubling”, Geom. Funct. Anal., 28:5 (2018), 1321
John Armstrong, Martin Forde, Matthew Lorig, Hongzhong Zhang, “Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion”, SIAM J. Finan. Math., 8:1 (2017), 82
LEIF DÖRING, BLANKA HORVATH, JOSEF TEICHMANN, “FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES”, Int. J. Theor. Appl. Finan., 20:03 (2017), 1750013
Thomas Caissard, David Coeurjolly, Jacques-Olivier Lachaud, Tristan Roussillon, Lecture Notes in Computer Science, 10502, Discrete Geometry for Computer Imagery, 2017, 241
Sayan Banerjee, Wilfrid S. Kendall, “Rigidity for Markovian maximal couplings of elliptic diffusions”, Probab. Theory Relat. Fields, 168:1-2 (2017), 55
Leif DDring, Blanka Horvath, Josef Teichmann, “Functional Analytic (Ir-)Regularity Properties of SABR-type Processes”, SSRN Journal, 2017
YUZURU INAHAMA, SETSUO TANIGUCHI, “SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS”, Forum of Mathematics, Sigma, 5 (2017)
Vitaly Mikheev, Lecture Notes in Computer Science, 10589, Geometric Science of Information, 2017, 425
Mourad Choulli, Laurent Kayser, “A remark on the Gaussian lower bound for the Neumann heat kernel of the Laplace–Beltrami operator”, Semigroup Forum, 94:1 (2017), 71
Leonid Parnovski, Roman Shterenberg, “Complete asymptotic expansion of the spectral function of multidimensional almost-periodic Schrödinger operators”, Duke Math. J., 165:3 (2016)
Tatsunori B. Hashimoto, David Alvarez-Melis, Tommi S. Jaakkola, “Word Embeddings as Metric Recovery in Semantic Spaces”, TACL, 4 (2016), 273
Yuzuru INAHAMA, “Short time kernel asymptotics for Young SDE by means of Watanabe distribution theory”, J. Math. Soc. Japan, 68:2 (2016)
Ahmed Fouad El Ouafdi, Hassan El Houari, 2015 Intelligent Systems and Computer Vision (ISCV), 2015, 1
Patrick Hagan, Andrew Lesniewski, Diana Woodward, Springer Proceedings in Mathematics & Statistics, 110, Large Deviations and Asymptotic Methods in Finance, 2015, 1