A gradient estimate for the heat semi-group without hypoellipticity assumptions
DOI10.1090/PROC/12582zbMATH Open1330.60083OpenAlexW1480945472MaRDI QIDQ2944869FDOQ2944869
Authors: Thomas Cass, Christian Litterer
Publication date: 8 September 2015
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/proc/12582
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Brownian motiongradient estimatesstochastic flowsmultidimensional diffusionStratonovich stochastic differential equationheat semi-group
Diffusion processes (60J60) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Cites Work
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- A course on rough paths. With an introduction to regularity structures
- Integrability and tail estimates for Gaussian rough differential equations
- Integrability of (Non-)Linear Rough Differential Equations and Integrals
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
- Horizontal diffusion in \(C^1\) path space
- Constrained rough paths
Cited In (7)
- A note on the gradient of heat semigroup
- A character of the gradient estimate for diffusion semigroups
- Gradient estimates for SDEs without monotonicity type conditions
- Design equations for fractional-order sinusoidal oscillators: four practical circuit examples
- A bounded property for gradients of diffusion semigroups on Euclidean spaces
- Gradient estimates for the heat semigroup on \(\mathbb H\)-type groups
- Pointwise gradient bounds for degenerate semigroups (of UFG type)
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