On the differentiation of heat semigroups and poisson integrals
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Publication:4368902
DOI10.1080/17442509708834123zbMATH Open0897.60064OpenAlexW2044372371MaRDI QIDQ4368902FDOQ4368902
Publication date: 18 December 1997
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: http://orbilu.uni.lu/handle/10993/13842
Recommendations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Cites Work
- Stochastic calculus in manifolds. With an appendix by P.A. Meyer
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- Gradient estimates on manifolds using coupling
- Formulae for the derivatives of heat semigroups
- Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
- Gradient estimates for harmonic functions on regular domains in Riemannian manifolds
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- Stochastic differential equations on noncompact manifolds: Moment stability and its topological consequences
Cited In (38)
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- Identifying constant curvature manifolds, Einstein manifolds, and Ricci parallel manifolds
- Heat-diffusion and Poisson integrals for Laguerre and special Hermite expansions on weighted Lpspaces
- Probability distance inequalities on Riemannian manifolds and path spaces.
- Heat equation derivative formulas for vector bundles
- A stochastic approach to a priori estimates and Liouville theorems for harmonic maps
- Conditioning and initial enlargement of filtration on a Riemannian manifold.
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method
- Complete lifts of connections and stochastic Jacobi fields
- Gradient estimates for harmonic functions on regular domains in Riemannian manifolds
- Functional inequalities on manifolds with non-convex boundary
- Logarithmic heat kernel estimates without curvature restrictions
- Convergence in Wasserstein distance for empirical measures of Dirichlet diffusion processes on manifolds
- Concentration inequalities for additive functionals: a martingale approach
- Scattering theory for the Hodge Laplacian
- Dimension-free Harnack inequalities for conjugate heat equations and their applications to geometric flows
- Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature.
- A condition for the equivalence of coupling and shift coupling.
- The differentiation of hypoelliptic diffusion semigroups
- Scattering theory without injectivity radius assumptions, and spectral stability for the Ricci flow
- Diffusion semigroup on manifolds with time-dependent metrics
- Brownian bridges to submanifolds
- A diffusion approach to Stein's method on Riemannian manifolds
- Estimates of Dirichlet heat kernels
- Gradient estimates and applications for Neumann semigroup on narrow strip
- Stochastic heat equations for infinite strings with values in a manifold
- Functional inequalities for Feynman-Kac semigroups
- Gradient estimates for positive harmonic functions by stochastic analysis
- Heat flow regularity, Bismut-Elworthy-Li's derivative formula, and pathwise couplings on Riemannian manifolds with Kato bounded Ricci curvature
- Bismut-Stroock Hessian formulas and local Hessian estimates for heat semigroups and harmonic functions on Riemannian manifolds
- Asymptotic properties of coupled forward–backward stochastic differential equations
- Some inequalities on Riemannian manifolds linking entropy, Fisher information, Stein discrepancy and Wasserstein distance
- An integration by parts type formula for stopping times and its application
- Quantitative \(C^{1}\)-estimates by Bismut formulae
- Derivatives of Feynman-Kac semigroups
- Uniform gradient estimates on manifolds with a boundary and applications
- A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle
- Liouville theorem and coupling on negatively curved Riemannian manifolds.
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