Gradient estimates for nonlinear diffusion semigroups by coupling methods
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Abstract: Our purpose is to obtain gradient estimates for certain nonlinear partial differential equations by coupling methods. First we derive uniform gradient estimates for a certain semi-linear PDEs based on the coupling method introduced in Wang (2011) and the theory of backward SDEs. Then we generalize Wang's coupling to the -expectation space and obtain gradient estimates for nonlinear diffusion semigroups, which correspond to the solutions of a certain fully nonlinear PDEs.
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Cited in
(13)- Gradient estimates for some diffusion semigroups
- Asymptotic couplings by reflection and applications for nonlinear monotone SPDEs
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