Functional inequalities for Feynman-Kac semigroups (Q785406)
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English | Functional inequalities for Feynman-Kac semigroups |
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Functional inequalities for Feynman-Kac semigroups (English)
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6 August 2020
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Suppose \(M\) is a geodesically and stochastically complete and connected Riemannian manifold of finite dimension, \(\Delta\) is the Laplace-Beltrami operator and potential \(V \in C^1(M)\) is bounded from below. The semigroup generated by \(-\frac{1}{2}\Delta+V\) is given by the Feynman-Kac formula \[P^V_tf(x) = \mathbb{E}\left[ \mathbb{V}^x_t f(X_t(x))\right],\] where \(X(x)\) is a Brownian motion on \(M\) starting at \(x\) and \(\mathbb{V}_t^x := e^{-\int_0^t V(X_s(x)) ds}\), \(x \in M\), \(t \geq 0\). For manifolds with Ricci curvature bounded from below, the author obtains gradient estimates and Harnack inequalities for Feynman-Kac semigroups. It is well known that Ricci curvature can be characterized in terms of the gradient of the heat semigroup. In the paper under review, it is shown that this characterization extends to the Feynman-Kac semigroups. In particular, if \(\nabla V\) is bounded and \(K \in \mathbb{R}\), the following are equivalent: \begin{itemize} \item \(\mathrm{Ric} \geq 2K\); \item if \(f\in C_b^1(M)\), then \(|\nabla P^V_tf| \leq e^{-Kt}P^V_t|\nabla f| + \|\nabla V\|_\infty\left(\frac{1-e^{-Kt}}{K}\right)P_t^V |f|\) for all \(t \geq 0\). \end{itemize}
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Feynman-Kac semigroup
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gradient estimate
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Harnack inequality
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Schrödinger-type operator
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