Bismut type differentiation of semigroups

MaRDI QIDQ2769656zbMATH OpenFDO

Authors Marc Arnaudon, Anton Thalmaier

Publication date 28 April 2002

zbMATH Keywords

Bismut type differential formulaStratonovich stochastic differential equation on manifold

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(8)

• A Bismut type formula for the Hessian of heat semigroups.
• The differentiation of hypoelliptic diffusion semigroups
• Identifying constant curvature manifolds, Einstein manifolds, and Ricci parallel manifolds
• Bismut type formulae for diffusion semigroups on Riemannian manifolds
• Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
• scientific article; zbMATH DE number 618001 (Why is no real title available?)
• Derivative formula and gradient estimates for Gruschin type semigroups
• scientific article; zbMATH DE number 868160 (Why is no real title available?)

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