Derivative formula and gradient estimates for Gruschin type semigroups

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Publication:457092

DOI10.1007/S10959-012-0427-2zbMATH Open1334.60167arXiv1109.6738OpenAlexW2057142551MaRDI QIDQ457092FDOQ457092


Authors: Feng-Yu Wang Edit this on Wikidata


Publication date: 26 September 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: By solving a control problem and using Malliavin calculus, explicit derivative formula is derived for the semigroup Pt generated by the Gruschin type operator on RmimesRd: L (x,y)=ff 1 2 �igg{sum_{i=1}^m pp_{x_i}^2 +sum_{j,k=1}^d (si(x)si(x)^*)_{jk} pp_{y_j}pp_{y_k}�igg}, (x,y)in R^m imesR^d, where siinC1(Rm;RdotimesRd) might be degenerate. In particular, if si(x) is comparable with |x|lIdimesd for some lge1 in the sense of ( ef{A4}), then for any p>1 there exists a constant Cp>0 such that | n P_t f(x,y)|le ff{C_p (P_t |f|^p)^{1/p}}{ss{t}land ss{t(|x|^2+t)^l}}, t>0, fin B_b(R^{m+d}), (x,y)in R^{m+d}, which implies a new Harnack type inequality for the semigroup. A more general model is also investigated.


Full work available at URL: https://arxiv.org/abs/1109.6738




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