Related papers: Functional inequalities for Feynman-Kac semigroups
We establish a Harnack inequality for finite connected graphs with non-negative Ricci curvature. As a consequence, we derive an eigenvalue lower bound, extending previous results for Ricci flat graphs.
By constructing successful couplings, the derivative formula, gradient estimates and Harnack inequalities are established for the semigroup associated with a class of degenerate functional stochastic differential equations.
In this article, functional inequalities for diffusion semigroups on Riemannian manifolds (possibly with boundary) are established, which are equivalent to pinched Ricci curvature, along with gradient estimates, $L^p$-inequalities and…
In this paper, we study functional and geometric inequalities on complete Finsler measure spaces under the condition that the weighted Ricci curvature ${\rm Ric}_\infty$ has a lower bound. We first obtain some local uniform Poincar\'{e}…
By using coupling arguments, Harnack type inequalities are established for a class of stochastic (functional) differential equations with multiplicative noises and non-Lipschitzian coefficients. To construct the required couplings, two…
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…
For sub-Riemannian manifolds with a chosen complement, we first establish the derivative formula and integration by parts formula on path space with respect to a natural gradient operator. By using these formulae, we then show that upper…
We study critical Riemannian 4-manifolds with a lower bound on Ricci curvature, but no a priori analytic constraints such as on Sobolev constants. We derive elliptic-type estimates for the local curvature radius, which itself controls…
This note presents a method based on Feynman-Kac semigroups for logarithmic Sobolev inequalities. It follows the recent work of Bonnefont and Joulin on intertwining relations for diffusion operators, formerly used for spectral gap…
By the method of coupling and Girsanov transformation, Harnack inequalities [F.-Y. Wang, 1997] and strong Feller property are proved for the transition semigroup associated with the multivalued stochastic evolution equation on a Gelfand…
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.
In a reasonably self-contained and explicit presentation we illustrate the efficiency of the Feynman-Kac formula for the rigorous derivation of three inequalities of interest in non-relativistic quantum mechanics.
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…
The classical Feynman-Kac identity represents solutions of linear partial differential equations in terms of stochastic differential euqations. This representation has been generalized to nonlinear partial differential equations on the one…
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a complete Riemannian manifold. We derive local estimates and give bounds on the logarithmic derivatives of the integral kernel. Stationary…
We derive the complete and optimal Cheng--Yau gradient estimates and universal bounds for subcritical semilinear elliptic equations on Riemannian manifolds with (Bakry-\'{E}mery) Ricci curvature bounded below. This answers a fundamental…
A logarithmic type Harnack inequality is established for the semigroup of solutions to a stochastic differential equation in Hilbert spaces with non-additive noise. As applications, the strong Feller property as well as the entropy-cost…
On a Riemannian metric-measure space, we establish an Alexandrov-Bakelman-Pucci type measure estimate connecting Bakry-\'Emery Ricci curvature lower bound, modified Laplacian and the measure of certain special sets. We apply this estimate…
By the approximation method introduced in \cite{FYW}, the existence and uniqueness are proved for a class of distribution-dependent stochastic functional differential equations (DDSFDEs). Moreover, combining the Harnack and shift-Harnack…