Derivative Formula and Applications for Degenerate Diffusion Semigroups
Probability
2012-03-13 v3
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.
Cite
@article{arxiv.1107.0096,
title = {Derivative Formula and Applications for Degenerate Diffusion Semigroups},
author = {Feng-Yu Wang and Xi-Cheng Zhang},
journal= {arXiv preprint arXiv:1107.0096},
year = {2012}
}
Comments
18 pages