I been trying to show that the two integrals are equal but to no avail ,is my approach correct,I been looking at numerous literature and still could not see how those 2 integrals are equal,is one integral an approximation of another or are they equal? I been using hyperbolic functions identities all day and am truly stuck
I been looking at the papers 1) B Gaveau,Principle de Moindre action,propagation de la chaleur,et estimees sous,elliptiques sur certains groupes nilpotents 2) A Hulanicki,The Distribution of energy in the Brownian motion in the Guassian Field and analytic hypoellipticity of certain subellitpic operators
Here is my question,please see 2 images attached The Explicit formula for the Heat kernel of the Sub Laplacian
and Another Explicit formula for the Heat kernel of the Sub Laplacian which i need to prove

I think they're equal. You make the change of variables $\tau' = \tau \rho$ in the $K_\rho$ integral. You get one $1/\rho$ factor from the $\tau = \tau' / \rho$ in the denominator, and the other from $d\tau = d\tau' / \rho$. No hyperbolic identities needed.