Log-Harnack inequality for Gruschin type semigroups

DOI10.4171/RMI/786zbMATH Open1334.60168arXiv1206.0583OpenAlexW1986486639MaRDI QIDQ742876FDOQ742876

Authors: Feng-Yu Wang, Lihu Xu 

Publication date: 19 September 2014

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Abstract: By constructing a coupling in two steps and using the Girsanov theorem under a regular conditional probability, the log-Harnack inequality is established for a large class of Gruschin type semigroups whose generator might be both degenerate and non-Lipschitzian.

Full work available at URL: https://arxiv.org/abs/1206.0583

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zbMATH Keywords

couplingdiffusion processeslog-Harnack inequalityGruschin-type semigroupsregular conditional probabilitystochastic diffferential equations

Mathematics Subject Classification ID

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

• Harnack inequality and strong Feller property for stochastic fast-diffusion equations
• Harnack inequality and applications for stochastic evolution equations with monotone drifts
• On gradient bounds for the heat kernel on the Heisenberg group
• Hypoelliptic heat kernel inequalities on the Heisenberg group
• A sub-Riemannian curvature-dimension inequality, volume doubling property and the Poincaré inequality
• Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
• Estimation optimale du gradient du semi-groupe de la chaleur sur le groupe de Heisenberg
• Quasi-invariance for heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg groups
• Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
• Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality
• Harnack inequalities and applications for multivalued stochastic evolution equations

Cited In (5)

• Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises
• Exponential ergodicity for a class of Markov processes with interactions
• Derivative formulas and Poincaré inequality for Kohn-Laplacian type semigroups
• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications

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