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 . 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}
}
Comments
23 pages