Bismut formulae and applications for functional SPDEs

DOI10.1016/j.bulsci.2012.11.005zbMath1281.60058arXiv1110.5150MaRDI QIDQ388136

Jianhai Bao, Chenggui Yuan, Feng-Yu Wang

Publication date: 19 December 2013

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.5150

zbMATH Keywords

gradient estimate; Harnack inequality; Malliavin calculus; Bismut formula; functional stochastic partial differential equation

Mathematics Subject Classification ID

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

47G20: Integro-differential operators

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Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion, Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises, Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay, Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions, Integration by parts formula for SPDEs with multiplicative noise and its applications, Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion, Shift Harnack inequality and integration by parts formula for semilinear stochastic partial differential equations, Hypercontractivity for functional stochastic differential equations, On some smoothening effects of the transition semigroup of a Lévy process, Bismut formula for a stochastic heat equation with fractional noise, Harnack inequality and derivative formula for stochastic heat equation with fractional noise, Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory, Harnack inequalities for functional SDEs driven by subordinate Brownian motions, Derivative formulas and applications for degenerate stochastic differential equations with fractional noises, Integration by parts formula and shift Harnack inequality for stochastic equations, Bismut formula for Lions derivative of distribution-path dependent SDEs

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