Derivative formula and applications for degenerate diffusion semigroups

DOI10.1016/j.matpur.2012.10.007zbMath1328.60141arXiv1107.0096MaRDI QIDQ387984

Xicheng Zhang, Feng-Yu Wang

Publication date: 18 December 2013

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.0096

zbMATH Keywords

stochastic differential equation; gradient estimate; Harnack inequality; Markov semigroup; Brownian motion; Malliavin calculus; derivative formula; degenerate diffusion semigroup

Mathematics Subject Classification ID

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

60J65: Brownian motion

47D07: Markov semigroups and applications to diffusion processes

60J60: Diffusion processes

60J45: Probabilistic potential theory

60H07: Stochastic calculus of variations and the Malliavin calculus

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