A gradient estimate for the heat semi-group without hypoellipticity assumptions

DOI10.1090/PROC/12582MaRDI QIDQ2944869zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Brownian motiongradient estimatesstochastic flowsmultidimensional diffusionStratonovich stochastic differential equationheat semi-group

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• scientific article; zbMATH DE number 3894218 (Why is no real title available?)
• A course on rough paths. With an introduction to regularity structures
• Constrained rough paths
• 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.
• Differential equations driven by rough signals
• Functional inequalities for Markov semigroups
• Horizontal diffusion in \(C^1\) path space
• Integrability and tail estimates for Gaussian rough differential equations
• Integrability of (Non-)Linear Rough Differential Equations and Integrals
• Multidimensional stochastic processes as rough paths. Theory and applications.

Cited in

(7)

• Pointwise gradient bounds for degenerate semigroups (of UFG type)
• 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

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