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

DOI10.1090/proc/12582zbMath1330.60083OpenAlexW1480945472MaRDI QIDQ2944869

Christian Litterer, Thomas Cass

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 motionStratonovich stochastic differential equationstochastic flowsgradient estimatesmultidimensional diffusionheat semi-group

Mathematics Subject Classification ID

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

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Cites Work

• Integrability and tail estimates for Gaussian rough differential equations
• 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
• Horizontal Diffusion in C 1 Path Space
• Multidimensional Stochastic Processes as Rough Paths
• Constrained rough paths
• Integrability of (Non-)Linear Rough Differential Equations and Integrals
• A course on rough paths. With an introduction to regularity structures
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