Integration by parts formula and shift Harnack inequality for stochastic equations

DOI10.1214/13-AOP875zbMath1305.60042arXiv1203.4023OpenAlexW2952400695MaRDI QIDQ2450246

Feng-Yu Wang

Publication date: 19 May 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4023

zbMATH Keywords

Malliavin calculusstochastic differential equationscouplingBismut formulaintegration by parts formulashift Harnack inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Integro-differential operators (47G20)

Related Items (20)

Shift Harnack inequality and integration by parts formula for semilinear stochastic partial differential equations ⋮ Derivative formulas and Poincaré inequality for Kohn-Laplacian type semigroups ⋮ Asymptotics of sample entropy production rate for stochastic differential equations ⋮ On a Cameron–Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion ⋮ Bilateral Harnack inequalities for stochastic differential equation with multiplicative noise ⋮ Distribution dependent SDEs for Landau type equations ⋮ Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes ⋮ Closability of quadratic forms associated to invariant probability measures of SPDEs ⋮ Integration by parts formula for SPDEs with multiplicative noise and its applications ⋮ On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes ⋮ Gradient estimates for SDEs driven by multiplicative Lévy noise ⋮ Well-posedness and regularity for distribution dependent SPDEs with singular drifts ⋮ Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs ⋮ Distribution dependent SDEs with singular coefficients ⋮ Shift Harnack inequality and integration by parts formula for functional SDEs driven by fractional Brownian motion ⋮ Path-distribution dependent SDEs with singular coefficients ⋮ Functional inequalities for Feynman-Kac semigroups ⋮ Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions ⋮ An integration by parts formula for stochastic heat equations with fractional noise ⋮ Stochastic Volterra equations driven by fractional Brownian motion

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