Bismut formulae and applications for functional SPDEs

DOI10.1016/j.bulsci.2012.11.005zbMath1281.60058arXiv1110.5150OpenAlexW2071362390MaRDI QIDQ388136

Jianhai Bao, Chenggui Yuan, Feng-Yu Wang

Publication date: 19 December 2013

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.5150

zbMATH Keywords

gradient estimateHarnack inequalityMalliavin calculusBismut formulafunctional stochastic partial differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Integro-differential operators (47G20)

Related Items (16)

Shift Harnack inequality and integration by parts formula for semilinear stochastic partial differential equations ⋮ Bismut formula for a stochastic heat equation with fractional noise ⋮ Bismut formula for Lions derivative of distribution-path dependent SDEs ⋮ Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises ⋮ Harnack inequality and derivative formula for stochastic heat equation with fractional noise ⋮ Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay ⋮ On some smoothening effects of the transition semigroup of a Lévy process ⋮ Integration by parts formula for SPDEs with multiplicative noise and its applications ⋮ Integration by parts formula and shift Harnack inequality for stochastic equations ⋮ Hypercontractivity for functional stochastic differential equations ⋮ Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory ⋮ Derivative formulas and applications for degenerate stochastic differential equations with fractional noises ⋮ Harnack inequalities for functional SDEs driven by subordinate Brownian motions ⋮ Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions ⋮ Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion ⋮ Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion

Cites Work

• Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
• Ergodicity of linear SPDE driven by Lévy noise
• Harnack inequalities on manifolds with boundary and applications
• Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
• Harnack inequalities for functional SDEs with multiplicative noise and applications
• Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds
• Large deviations and the Malliavin calculus
• Formulae for the derivatives of degenerate diffusion semigroups
• Formulae for the derivatives of heat semigroups
• Smoothing properties of nonlinear stochastic equations in Hilbert spaces
• Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
• Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
• LOG-HARNACK INEQUALITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES AND ITS CONSEQUENCES
• An Introduction to Partial Differential Equations
• Ergodicity for Infinite Dimensional Systems
• DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
• Stochastic Equations in Infinite Dimensions

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