Derivative formula and applications for degenerate diffusion semigroups

DOI10.1016/j.matpur.2012.10.007zbMath1328.60141arXiv1107.0096OpenAlexW2019186091MaRDI QIDQ387984

Xicheng Zhang, Feng-Yu Wang

Publication date: 18 December 2013

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.0096

zbMATH Keywords

stochastic differential equationgradient estimateHarnack inequalityMarkov semigroupBrownian motionMalliavin calculusderivative formuladegenerate diffusion semigroup

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Probabilistic potential theory (60J45) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cites Work

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• Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
• The Malliavin Calculus and Related Topics
• Hypocoercivity

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