4 research outputs found
Brownian bridges to submanifolds
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
