A Bismut type formula for the Hessian of heat semigroups.
From MaRDI portal
Publication:1417120
DOI10.1016/S1631-073X(03)00123-7zbMath1038.60043MaRDI QIDQ1417120
Holger Plank, Marc Arnaudon, Anton Thalmaier
Publication date: 18 December 2003
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G40: Stopping times; optimal stopping problems; gambling theory
60G44: Martingales with continuous parameter
Related Items
Bakry-Émery curvature-dimension condition and Riemannian Ricci curvature bounds, Derivatives of Feynman-Kac semigroups, Identifying constant curvature manifolds, Einstein manifolds, and Ricci parallel manifolds
Cites Work