Gradient estimates for positive harmonic functions by stochastic analysis

DOI10.1016/J.SPA.2006.07.002MaRDI QIDQ867847zbMATH OpenOpenAlexFDO

Authors Marc Arnaudon, Bruce K. Driver, Anton Thalmaier

Publication date 19 February 2007

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2006.07.002

zbMATH Keywords

curvaturegradient estimateharmonic functionHarnak inequality

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Review text

We prove Cheng-Yau type inequalities for positive harmonic functions on Riemannian manifolds by using methods of stochastic analysis. Rather than evaluating an exact Bismut formula for the differential of a harmonic function, our method relies on a Bismut type inequality which is derived by an elementary integration by parts argument from an underlying submartingale. It is the monotonicity inherited in this submartingale which allows us to establish the pointwise estimates.

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Cited in

(17)

• A stochastic approach to quasi-everywhere boundary convergence of harmonic functions
• Quantitative \(C^{1}\)-estimates by Bismut formulae
• Intrinsic coupling on Riemannian manifolds and polyhedra
• Gradient estimates for harmonic and \(q\)-harmonic functions of symmetric stable processes.
• Large deviations for Gibbs measures with singular Hamiltonians and emergence of Kähler-Einstein metrics
• Integration by parts formula for killed processes: a point of view from approximation theory
• A probabilistic method for gradient estimates of some geometric flows
• A probabilistic approach for gradient estimates on time-inhomogeneous manifolds
• Gradient estimates for positive harmonic functions of f-Laplacian operator
• Gradient estimates of harmonic functions and transition densities for Lévy processes
• Bakry-Émery curvature-dimension condition and Riemannian Ricci curvature bounds
• Geometric and Martin boundaries of a Cartan-Hadamard surface
• Gradient walks and p-harmonic functions
• Li-Yau type gradient estimates and Harnack inequalities by stochastic analysis
• Bismut-Stroock Hessian formulas and local Hessian estimates for heat semigroups and harmonic functions on Riemannian manifolds
• Hessian formulas and estimates for parabolic Schrödinger operators
• Brownian motion with respect to a metric depending on time; definition, existence and applications to Ricci flow

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