Stochastic Taylor expansions and heat kernel asymptotics
نویسنده
چکیده
3 Stochastic Taylor expansions 5 3.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 3.2 Chen series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 3.3 Brownian Chen series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 3.4 Exponential of a vector field . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 3.5 Lie bracket of vector fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 3.6 Castell’s approximation theorem . . . . . . . . . . . . . . . . . . . . . . . . 14
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