Integration by parts formula and shift Harnack inequality for stochastic equations

DOI10.1214/13-AOP875zbMath1305.60042arXiv1203.4023MaRDI QIDQ2450246

Feng-Yu Wang

Publication date: 19 May 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4023

zbMATH Keywords

Malliavin calculus; stochastic differential equations; coupling; Bismut formula; integration by parts formula; shift Harnack inequality

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

47G20: Integro-differential operators

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