Estimates for the derivative of diffusion semigroups

DOI10.1214/ECP.V3-994zbMATH Open0920.47040MaRDI QIDQ1269725FDOQ1269725

Luis Rincón

Publication date: 29 October 1998

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/119908

zbMATH Keywords

stochastic differential equationsdiffusion processes[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Fr%EF%BF%BD%EF%BF%BDchet+derivative&go=Go Fr��chet derivative]transition semigroup

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)

Cited In (13)

• A natural diffusion distance and equivalence of local convergence and local equicontinuity for a general symmetric diffusion semigroup
• Some boundedness properties of certain stationary diffusion semigroups
• Some Regularity Estimates for Diffusion Semigroups with Dirichlet Boundary Conditions
• Title not available (Why is that?)
• Gradient estimates for some diffusion semigroups
• Derivative and divergence formulae for diffusion semigroups
• Gradient estimates for diffusion semigroups with singular coefficients
• Title not available (Why is that?)
• On estimating the derivatives of symmetric diffusions in stationary random environment, with applications to \(\nabla\varphi\) interface model
• On diffusion semigroups preserving the log-concavity
• \(L^p\)-estimates on diffusion processes
• Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients
• Derivative formula and applications for degenerate diffusion semigroups

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