A Probabilistic Approach to Gradient Estimates

DOI10.4153/CMB-1992-007-6MaRDI QIDQ4024779zbMATH OpenFDO

Authors Michael Craig Cranston

Publication date 16 February 1993

Published in Canadian Mathematical Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4153/CMB-1992-007-6

zbMATH Keywords

Brownian motionscoupling of diffusion processesgradient estimateharmonic function

Mathematics Subject Classification ID

Probabilistic potential theory (60J45)

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Cited in

(20)

• Coupling in the Heisenberg group and its applications to gradient estimates
• Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
• Examples of simply-connected Liouville manifolds with positive spectrum
• Non-uniform gradient estimates for SDEs with local monotonicity conditions
• Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
• Gradient estimates for perturbed Ornstein-Uhlenbeck semigroups on infinite-dimensional convex domains
• Hybridization of the probability perturbation method with gradient information
• Gradient estimates for diffusion semigroups with singular coefficients
• Likelihood ratio gradient estimation for Meixner distribution and Lévy processes
• Finite state mean field games with Wright-Fisher common noise
• A stochastic target approach to Ricci flow on surfaces
• Estimation of exponential-polynomial distribution by holonomic gradient descent
• scientific article; zbMATH DE number 5883928 (Why is no real title available?)
• Functional gradient ascent for probit regression
• Coupling by reflection and Hölder regularity for non-local operators of variable order
• scientific article; zbMATH DE number 7625177 (Why is no real title available?)
• Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
• Gradient estimation for smooth stopping criteria
• On maximum a posteriori estimation with Plug \& Play priors and stochastic gradient descent
• Non co-adapted couplings of Brownian motions on free, step 2 Carnot groups

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