Derivative and divergence formulae for diffusion semigroups

DOI10.1214/18-AOP1269MaRDI QIDQ2414141zbMATH OpenWikidataFDO

Authors Yanyan Li

Publication date 10 May 2019

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

Full work available at URL https://arxiv.org/abs/1701.03625, https://projecteuclid.org/euclid.aop/1551171636

zbMATH Keywords

Harnack inequalityRicci curvatureheat kerneldiffusion semigroupgradient estimate

Mathematics Subject Classification ID

Diffusion processes (60J60) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: For a semigroup $P_t$ generated by an elliptic operator on a smooth manifold $M$, we use straightforward martingale arguments to derive probabilistic formulae for $P_t(V(f))$, not involving derivatives of $f$, where $V$ is a vector field on $M$. For non-symmetric generators, such formulae correspond to the derivative of the heat kernel in the forward variable. As an application, these formulae can be used to derive various shift-Harnack inequalities.

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(14)

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• Estimates for the derivative of diffusion semigroups
• Derivative formula and gradient estimates for Gruschin type semigroups
• Derivative estimates of semigroups and Riesz transforms on vector bundles
• The \(m\)-accretivity of covariant Schrödinger operators with unbounded drift
• Formulae for the derivatives of heat semigroups
• Derivative formulas and Poincaré inequality for Kohn-Laplacian type semigroups
• The differentiation of hypoelliptic diffusion semigroups
• Generalized Ornstein-Uhlenbeck semigroups in weighted \(L^p\)-spaces on Riemannian manifolds
• Integration by parts formula and shift Harnack inequality for stochastic equations
• A character of the gradient estimate for diffusion semigroups
• Functional inequalities for Feynman-Kac semigroups
• Molecules as metric measure spaces with Kato-bounded Ricci curvature
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