Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
From MaRDI portal
Publication:423590
DOI10.1016/j.jde.2012.03.014zbMath1306.60121arXiv1103.2817MaRDI QIDQ423590
Publication date: 4 June 2012
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.2817
35B65: Smoothness and regularity of solutions to PDEs
35B45: A priori estimates in context of PDEs
60J45: Probabilistic potential theory
35Q84: Fokker-Planck equations
Related Items
Semi Log-Concave Markov Diffusions, DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs, Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions, Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes, Shift Harnack inequality and integration by parts formula for semilinear stochastic partial differential equations, Derivative formulas and Poincaré inequality for Kohn-Laplacian type semigroups, Exponential stability of slowly decaying solutions to the kinetic-Fokker-Planck equation, Harnack inequality and derivative formula for SDE driven by fractional Brownian motion, Derivative formula and applications for degenerate diffusion semigroups, Bismut formulae and applications for functional SPDEs, A modified log-Harnack inequality and asymptotically strong Feller property, Derivative formula and gradient estimates for Gruschin type semigroups, Gradient estimates for SDEs driven by multiplicative Lévy noise, Hypercontractivity and applications for stochastic Hamiltonian systems, Log-Harnack inequality for Gruschin type semigroups, Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality, Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts, Bismut formula for a stochastic heat equation with fractional noise, Subexponential decay in kinetic Fokker-Planck equation: weak hypocoercivity, Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs, Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts, Weak Poincaré inequalities for convergence rate of degenerate diffusion processes, Stochastic functional Hamiltonian system with singular coefficients, Derivative formulas and applications for degenerate stochastic differential equations with fractional noises, Bismut formula for Lions derivative of distribution dependent SDEs and applications, Entropic multipliers method for Langevin diffusion and weighted log Sobolev inequalities, Bakry-Émery meet Villani, Integration by parts formula and shift Harnack inequality for stochastic equations, Hypocoercive relaxation to equilibrium for some kinetic models, Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations, Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise, Bismut formula for Lions derivative of distribution-path dependent SDEs, Donsker-Varadhan large deviations for path-distribution dependent SPDEs, Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient
Cites Work
- Unnamed Item
- Log-Harnack inequality for stochastic Burgers equations and applications
- Harnack inequalities and applications for Ornstein-Uhlenbeck semigroups with jump
- Harnack inequalities on manifolds with boundary and applications
- Harnack inequalities for functional SDEs with multiplicative noise and applications
- Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds
- Large deviations and the Malliavin calculus
- Harnack inequality for functional SDEs with bounded memory
- White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
- Formulae for the derivatives of heat semigroups
- Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- The parabolic Harnack inequality for the time dependent Ginzburg-Landau type SPDE and its application
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- Harnack inequality and applications for stochastic generalized porous media equations
- Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups
- Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
- Harnack inequality and strong Feller property for stochastic fast-diffusion equations
- Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
- Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
- HARNACK INEQUALITIES AND APPLICATIONS FOR MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS
- LOG-HARNACK INEQUALITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES AND ITS CONSEQUENCES
- Hypocoercivity
- DERIVATIVE FORMULA AND APPLICATIONS FOR HYPERDISSIPATIVE STOCHASTIC NAVIER–STOKES/BURGERS EQUATIONS
- Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
