Malliavin matrix of degenerate SDE and gradient estimate

DOI10.1214/EJP.v19-3120zbMath1310.60076arXiv1308.5776MaRDI QIDQ743499

Zhao Dong, Xu-hui Peng

Publication date: 24 September 2014

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

Full work available at URL: https://arxiv.org/abs/1308.5776

zbMATH Keywords

gradient estimateHörmander's bracket conditiondegenerate stochastic differential equationsMalliavin matrixstrong Feller semigroup

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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