Log-Harnack inequality for Gruschin type semigroups (Q742876): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | Log-Harnack inequality for Gruschin type semigroups |
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Log-Harnack inequality for Gruschin type semigroups (English)
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19 September 2014
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Summary: By constructing a coupling in two steps and using the Girsanov theorem under a regular conditional probability, the log-Harnack inequality is established for a large class of Gruschin-type semigroups whose generator might be both degenerate and non-Lipschitz.
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Gruschin-type semigroups
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diffusion processes
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log-Harnack inequality
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stochastic diffferential equations
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coupling
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regular conditional probability
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