Derivative formula and gradient estimates for Gruschin type semigroups

DOI10.1007/S10959-012-0427-2MaRDI QIDQ457092zbMATH OpenOpenAlexFDO

Authors Feng-Yu Wang

Publication date 26 September 2014

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

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

zbMATH Keywords

Malliavin calculusstochastic differential equationdiffusion processgradient estimatesderivative formulaGruschin-type semigroupHarnack-type inequality

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45)

Abstract: By solving a control problem and using Malliavin calculus, explicit derivative formula is derived for the semigroup $P_t$ generated by the Gruschin type operator on $R^{m}imes{R}^d:$ ${\displaystyle }$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,${\displaystyle }$ where $siin{C}^1(R^m;R^{d}otimes{R}^d)$ might be degenerate. In particular, if $si(x)$ is comparable with $|x{|}^l{I}_{dimesd}$ for some $lge1$ in the sense of ( ef{A4}), then for any $p>1$ there exists a constant $C_p>0$ such that ${\displaystyle }$| 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},${\displaystyle }$ which implies a new Harnack type inequality for the semigroup. A more general model is also investigated.

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Cited in

(11)

• Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises
• Log-Harnack inequality for Gruschin type semigroups
• Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality
• Bismut formula for Lions derivative of distribution-path dependent SDEs
• Derivative formulas and Poincaré inequality for Kohn-Laplacian type semigroups
• Generalized Bakry-Émery curvature condition and equivalent entropic inequalities in groups
• Transportation inequalities for Markov kernels and their applications
• Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
• Bismut formula for Lions derivative of distribution dependent SDEs and applications
• Integration by parts formula and shift Harnack inequality for stochastic equations
• Derivative formula and applications for degenerate diffusion semigroups

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