In a proof I try to understand appears (as far as I see) the statement that there exists a constant $C>0$, such that
$$ \frac{h}{\sqrt{2 \pi t^3}} e^{- \frac{h^2}{2t}} \leq \frac{C}{h^2} e^{- \frac{h^2}{3t}}$$
for all $t,h > 0$. But at first try I was not able to verify it by myself.
It suffices to find $C>0$ such that $$\frac{h^3}{\sqrt{t^3}}e^{-\frac{h^2}{6t}}\leq C.$$ Note that for $x>0$ we have $e^x>x+\frac{x^2}{2}\geq2\sqrt{\frac{x^3}{2}}=c\sqrt{x^3}$, so $$\frac{h^3}{\sqrt{t^3}}e^{-\frac{h^2}{6t}}<\frac{h^3}{\sqrt{t^3}}\frac{1}{c\sqrt{\left(\frac{h^2}{6t}\right)^3}}=C.$$