Brownian bridges to submanifolds

James Thompson

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arXiv · 1604.05182

Brownian bridges to submanifolds

James Thompson

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Abstract

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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James Thompson. 2016-04-18. Brownian bridges to submanifolds. https://arxiv.org/abs/1604.05182

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