Log-Harnack inequality for Gruschin type semigroups

DOI10.4171/RMI/786MaRDI QIDQ742876zbMATHOpenAlexFDO

Authors Feng-Yu Wang, Lihu Xu

Publication date 19 September 2014

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

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

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)

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.

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Cites work

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

Cited in

(6)

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

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