On the behavior of the fundamental solution of the heat equation with variable coefficients


  • S. R. S. Varadhan

  • This paper represents results obtained at the Courant Institute of Mathematical Sciences, New York University, under the sponsorship of the Office of Naval Research, Contract Nonr-285(46), and a Sloan Foundation Grant for Probability and Statistics. Reproduction in whole or in part is permitted for any purpose of the United States Government.