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We develop connections between Harnack inequalities for the heat flow of diffusion operators with curvature bounded from below and optimal transportation. Through heat kernel inequalities, a new isoperimetric-type Harnack inequality is…

Probability · Mathematics 2013-07-09 Dominique Bakry , Ivan Gentil , Michel Ledoux

By using a general version of curvature condition, derivative inequalities are established for a large class of subelliptic diffusion semigroups. As applications, the Harnack/cost-entropy/cost-variance inequalities for the diffusion…

Probability · Mathematics 2012-03-13 Feng-Yu Wang

By using a coupling method, an explicit log-Harnack inequality with local geometry quantities is established for (sub-Markovian) diffusion semigroups on a Riemannian manifold (possibly with boundary). This inequality as well as the…

Differential Geometry · Mathematics 2012-09-28 Marc Arnaudon , Anton Thalmaier , Feng-Yu Wang

A new type of gradient estimate is established for diffusion semigroups on non-compact complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived for diffusion semigroups on…

Probability · Mathematics 2008-01-31 Marc Arnaudon , Anton Thalmaier , Feng-Yu Wang

Dimension-independent Harnack inequalities are derived for a class of subordinate semigroups. In particular, for a diffusion satisfying the Bakry-Emery curvature condition, the subordinate semigroup with power $\alpha$ satisfies a…

Probability · Mathematics 2010-04-20 Maria Gordina , Michael Röckner , Feng-Yu Wang

The dimension-free Harnack inequality and uniform heat kernel upper/lower bounds are derived for a class of infinite-dimensional GEM processes, which was introduced in \cite{FW} to simulate the two-parameter GEM distributions. In…

Probability · Mathematics 2014-10-16 Shui Feng , Feng-Yu Wang

On a large class of Riemannian manifolds with boundary, some dimension-free Harnack inequalities for the Neumann semigroup is proved to be equivalent to the convexity of the boundary and a curvature condition. In particular, for $p_t(x,y)$…

Probability · Mathematics 2009-11-02 Feng-Yu Wang

The Harnack inequality established in [13] for generalized Mehler semigroup is improved and generalized. As applications, the log-Harnack inequality, the strong Feller property, the hyper-bounded property, and some heat kernel inequalities…

Probability · Mathematics 2009-08-21 Shun-Xiang Ouyang , Michael Röckner , Feng-Yu Wang

To study the reflecting diffusion processes on manifolds with boundary, some new curvature operators are introduced by using the Bakry-Emery curvature and the second fundamental form. As applications, the gradient estimates, log-Harnack…

Probability · Mathematics 2011-02-18 Feng-Yu Wang

By constructing a coupling with unbounded time-dependent drift, dimension-free Harnack inequalities are established for a large class of stochastic differential equations with multiplicative noise. These inequalities are applied to the…

Probability · Mathematics 2012-11-20 Feng-Yu Wang

We study the relationship between functional inequalities for a Markov kernel on a metric space $X$ and inequalities of transportation distances on the space of probability measures $\mathcal{P}(X)$. Extending results of Luise and Savar\'e…

Functional Analysis · Mathematics 2025-08-06 Fabrice Baudoin , Nathaniel Eldredge

We show that the logarithmic derivatives of the convolution heat kernels on a uni-modular Lie group are exponentially integrable. This result is then used to prove an "integrated" Harnack inequality for these heat kernels. It is shown that…

Differential Geometry · Mathematics 2008-08-01 Bruce K. Driver , Maria Gordina

Let $L_t:=\Delta_t +Z_t $, $t\in [0,T_c)$ on a differential manifold equipped with time-depending complete Riemannian metric $(g_t)_{t\in [0,T_c)}$, where $\Delta_t$ is the Laplacian induced by $g_t$ and $(Z_t)_{t\in [0,T_c)}$ is a family…

Probability · Mathematics 2017-08-17 Li-Juan Cheng

We prove a global Li-Yau inequality for a general Markov semigroup under a curvature-dimension condition. This inequality is stronger than all classical Li-Yau type inequalities known to us. On a Riemannian manifold, it is equivalent to a…

Differential Geometry · Mathematics 2016-07-22 Dominique Bakry , François Bolley , Ivan Gentil

Using the tools of stochastic analysis, we prove various gradient estimates and Harnack inequalities for Feynman-Kac semigroups with possibly unbounded potentials. One of the main results is a derivative formula which can be used to…

Functional Analysis · Mathematics 2019-04-16 James Thompson

In this article, new curvature conditions are introduced to establish functional inequalities including gradient estimates, Harnack inequalities and transportation-cost inequalities on manifolds with non-convex boundary.

Probability · Mathematics 2017-11-15 Li-Juan Cheng , Anton Thalmaier , James Thompson

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 $\R^m\times\R^{d}$. The main…

Probability · Mathematics 2012-03-13 Arnaud Guillin , Feng-Yu Wang

This article deals with a variation of constants type inequality for semigroups acting consistently on a scale of Banach spaces. This inequality can be characterized by a corresponding (easy to verify) inequality for their generators. The…

Functional Analysis · Mathematics 2018-02-02 Christian Seifert , Hendrik Vogt , Marcus Waurick

We use a Harnack-type inequality on exit times and spectral bounds to characterize upper bounds of the heat kernel associated with any regular Dirichlet form without killing part, where the scale function may vary with position. We further…

Probability · Mathematics 2025-09-03 Aobo Chen , Zhenyu Yu

We apply the shifted composition rule -- an information-theoretic principle introduced in our earlier work [AC23] -- to establish shift Harnack inequalities for the Langevin diffusion. We obtain sharp constants for these inequalities for…

Probability · Mathematics 2024-01-02 Jason M. Altschuler , Sinho Chewi
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