We show how Molchanov's method provides a systematic approach to determining the small-time asymptotics of the heat kernel on a sub-Riemannian manifold away from any abnormal minimizers. The expansion is closely connected to the structure of the minimizing geodesics between two points. If the normal form of the exponential map at the minimal geodesics between two points is sufficiently explicit, a complete asymptotic expansion of the heat kernel can, in principle, be given. (But one can also exhibit metrics for which the exponential map is quite degenerate, so that even giving the leading term of the expansion seems doubtful.) In a different direction, we have uniform bounds on the heat kernel and its derivatives over any compact set with no abnormals, in an inherently local way.The method extends naturally to logarithmic derivatives of the heat kernel, which are closely related to the law of large numbers for the corresponding bridge process. This allows for a general treatment of the small-time behavior of the bridge process on the cut locus, as well as the determination of the limiting measure of the bridge process if the normal form of the exponential map at the minimal geodesics between two points is sufficiently explicit. Further, we give an expression for the leading term of the logarithmic derivative of the heat kernel, of any order, as a cumulant of geometrically natural random variables and a characterization of the cut locus in terms of the blow-up of the logarithmic second derivative of the heat kernel. This method also provides uniform, local estimates of the logarithmic derivatives.