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arxiv: 1604.05182 · v2 · pith:RUWKDSYXnew · submitted 2016-04-18 · 🧮 math.PR

Brownian bridges to submanifolds

classification 🧮 math.PR
keywords bridgesbrownianformulasubmanifoldsubmanifoldsanalysisasymptoticbounds
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We introduce and study Brownian bridges to submanifolds. Our method involves proving a general formula for the integral over a submanifold of the minimal heat kernel on a complete Riemannian manifold. We use the formula to derive lower bounds, an asymptotic relation and derivative estimates. We also see a connection to hypersurface local time. This work is motivated by the desire to extend the analysis of path and loop spaces to measures on paths which terminate on a submanifold.

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