A Bismut type formula for the Hessian of heat semigroups. (Q1417120)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bismut type formula for the Hessian of heat semigroups. |
scientific article |
Statements
A Bismut type formula for the Hessian of heat semigroups. (English)
0 references
18 December 2003
0 references
By considering an Itô SDE on an \(n\)-dimensional differentiable manifold \(M\), the authors obtain an intrinsic version of a Bismut type formula of the Hessian of heat semigroups or for harmonic functions on \(M\). As application they estimate the Hessian, in particular for the radially symmetric case.
0 references
Itô stochastic differential equation
0 references
martingale
0 references
Hessian
0 references
Bismut formula
0 references
