Submission date: 19 October 2017

Abstract:

We consider parameterized exponential integrals coming from the time evolution of the probability distribution of Brownian motion on globally subanalytic sets. We establish definability results and asymptotic expansions.

Mathematics Subject Classification: 03C64, 26A42, 26A12, 32B20, 41A60, 60G15

Keywords and phrases:

Full text arXiv 1710.07085: pdf, ps.