Derivative Formula and Applications for Degenerate Diffusion Semigroups

2011/07/01 by Feng‐Yu Wang, Xicheng Zhang, Wang, Feng-Yu +1 · 2 citations
Mathematics · Computer Science · #Nonlinear Partial Differential Equations #Geometric Analysis and Curvature Flows #Advanced Mathematical Modeling in Engineering

paper · pdf · doi:10.48550/arxiv.1107.0096

Abstract

By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts. As applications, explicit gradient estimates and Harnack inequalities are derived.

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