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Degenerate Fokker-Planck Equations : Bismut Formula, Gradient Estimate and Harnack Inequality

Probability 2012-03-13 v3

Abstract

By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on Rm×Rd\R^m\times\R^{d}. The main results are also applied to the study of gradient estimate, entropy/transportation-cost inequality and heat kernel inequalities.

Keywords

Cite

@article{arxiv.1103.2817,
  title  = {Degenerate Fokker-Planck Equations : Bismut Formula, Gradient Estimate and Harnack Inequality},
  author = {Arnaud Guillin and Feng-Yu Wang},
  journal= {arXiv preprint arXiv:1103.2817},
  year   = {2012}
}

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23 pages