Related papers: Functional inequalities for Feynman-Kac semigroups
The main goal of this paper is to generalize some Li-Yau type gradient estimates to Finsler geometry in order to derive Harnack type inequalities. Moreover, we obtain, under some curvature assumption, a general gradient estimate for…
This note is devoted to representation of some evolution semigroups. The semigroups are generated by pseudo-differential operators, which are obtained by different (parametrized by a number $\tau$) procedures of quantization from a certain…
We give curvature-dependant convergence rates for the optimization of weakly convex functions defined on a manifold of 1-bounded geometry via Riemannian gradient descent and via the dynamic trivialization algorithm. In order to do this, we…
The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for…
Inspired by the approach of Ivanisvili and Volberg towards functional inequalities for probability measures with strictly convex potentials, we investigate the relationship between curvature bounds in the sense of Bakry-Emery and local…
For stochastic differential equation driven by fractional Brownian motion with Hurst parameter $H>1/2$, Harnack type inequalities are established by constructing a coupling with unbounded time-dependent drift. These inequalities are applied…
We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…
We complete the local regularity program for weak solutions to linear parabolic nonlocal equations with bounded measurable coefficients. Within the variational framework we prove the parabolic Harnack inequality and H\"older regularity…
We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…
In the first part of this paper, we get new Li-Yau type gradient estimates for positive solutions of heat equation on Riemmannian manifolds with $Ricci(M)\ge -k$, $k\in \mathbb R$. As applications, several parabolic Harnack inequalities are…
We extend some classical results dealing with boundary Harnack inequatilities to a class of quasilinear elliptic equations and derive some new estimates for solutions of such equations with an isolated singularity on the boundary of a…
This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…
We first give a logarithmic gradient estimate for positive solutions of Allen-Cahn equation on Riemannian manifolds with Ricci curvature bounded below. As its natural corallary, Harnack inequality and a Liouville theorem for classical…
We consider a class of second order degenerate kinetic operators $\mathscr{L}$ in the framework of special relativity. We first describe $\mathscr{L}$ as an H\"ormander operator which is invariant with respect to Lorentz transformations.…
In this paper we study the gradient estimate for positive solutions of Schrodinger equations on locally finite graph. Then we derive Harnack's inequality for positive solutions of the Schrodinger equations. We also set up some results about…
In this paper, we derive a general evolution formula for possible Harnack quantities. As a consequence, we prove several differential Harnack inequalities for positive solutions of backward heat-type equations with potentials (including the…
With appropriate notions of Hermitian vector bundles and connections over weighted graphs which we allow to be locally infinite, we prove Feynman-Kac-type representations for the corresponding semigroups and derive several applications…
We derive localized and global noncompact versions of Hamilton's gradient estimate for positive solutions to the heat equation on Riemannian manifolds with Ricci curvature bounded below. Our estimates are essentially optimal and…
In this article, we introduce a new methodology to prove global parabolic Harnack inequalities on Riemannian manifolds. We focus on presenting a new proof of the global pointwise Harnack inequality satisfied by positive solutions of the…
We introduce forward-backward stochastic differential equations, highlighting the connection between solutions of these and solutions of partial differential equations, related by the Feynman-Kac theorem. We review the technique of…