Derivative formula and gradient estimates for Gruschin type semigroups
DOI10.1007/S10959-012-0427-2zbMATH Open1334.60167arXiv1109.6738OpenAlexW2057142551MaRDI QIDQ457092FDOQ457092
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
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Malliavin calculusstochastic differential equationdiffusion processgradient estimatesderivative formulaGruschin-type semigroupHarnack-type inequality
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)
Cites Work
- The Malliavin Calculus and Related Topics
- Curvature-dimension inequalities and Ricci lower bounds for sub-Riemannian manifolds with transverse symmetries
- Large deviations and the Malliavin calculus
- On gradient bounds for the heat kernel on the Heisenberg group
- Formulae for the derivatives of heat semigroups
- Hypoelliptic heat kernel inequalities on the Heisenberg group
- The differentiation of hypoelliptic diffusion semigroups
- A sub-Riemannian curvature-dimension inequality, volume doubling property and the Poincaré inequality
- Estimation optimale du gradient du semi-groupe de la chaleur sur le groupe de Heisenberg
- Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
- Quasi-invariance for heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg groups
- Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
- Title not available (Why is that?)
- Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality
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- Formulae for the derivatives of degenerate diffusion semigroups
- Bismut type differentiation of semigroups
Cited In (11)
- Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises
- Bismut formula for Lions derivative of distribution-path dependent SDEs
- Log-Harnack inequality for Gruschin type semigroups
- Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality
- 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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