Related papers: Functional inequalities for Feynman-Kac semigroups
We give two-sided estimates of a ground state for Schr\"odinger operators with confining potentials. We propose a semigroup approach, based on resolvent and the Feynman--Kac formula, which leads to a new, rather short and direct proof. Our…
We prove a full Harnack inequality for local minimizers, as well as weak solutions to nonlocal problems with non-standard growth. The main auxiliary results are local boundedness and a weak Harnack inequality for functions in a…
In this paper we obtain some extensions of the classical Krylov-Safonov Harnack inequality. The novelty is that we consider functions that do not necessarily satisfy an infinitesimal equation but rather exhibit a two-scale behavior. We…
We establish variational formulas for Ricci upper and lower bounds, as well as a derivative formula for the Ricci curvature. As applications, constant curvature manifolds, Einstein manifolds and Ricci parallel manifolds are identified,…
We define the fractional powers $L^s=(-a^{ij}(x)\partial_{ij})^s$, $0 < s < 1$, of nondivergence form elliptic operators $L=-a^{ij}(x)\partial_{ij}$ in bounded domains $\Omega\subset\mathbb{R}^n$, under minimal regularity assumptions on the…
This is Part 1 of two papers where we develop the basic potential theory of elliptic operators on posssibly singular almost minimzers using their hyperbolic unfoldings. We can establish surprisingly robust boundary Harnack inequalities…
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…
The dimension free Harnack inequality for the heat semigroup is established on the $\RCD(K,\infty)$ space, which is a non-smooth metric measure space having the Ricci curvature bounded from below in the sense of Lott-Sturm-Villani plus the…
Let $(M^{n},g)$ be a complete Riemannian manifold. In this paper, we establish a space-time gradient estimates for positive solutions of nonlinear parabolic equations $$\partial_{t}u(x,t)=\Delta u(x,t)+a u(x,t)(\log u(x,t))^b +…
We prove a version of differential Harnack inequality for a family of sub-elliptic diffusions on Sasakian manifolds under certain curvature conditions.
A new coupling argument is introduced to establish Driver's integration by parts formula and shift Harnack inequality. Unlike known coupling methods where two marginal processes with different starting points are constructed to move…
Under the lack of variational structure and nondegeneracy, we investigate three notions of \textit{generalized principal eigenvalue} for a general infinity Laplacian operator with gradient and homogeneous term. A Harnack inequality and…
We derive a matrix version of Li \& Yau--type estimates for positive solutions of semilinear heat equations on Riemannian manifolds with nonnegative sectional curvatures and parallel Ricci tensor, similarly to what R.~Hamilton did…
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…
In this paper we establish a scale invariant Harnack inequality for the fractional powers of parabolic operators $(\partial_t - \mathscr{L})^s$, $0<s<1$, where $\mathscr{L}$ is the infinitesimal generator of a class of symmetric semigroups.…
We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…
We prove existence and uniqueness results for solutions to a class of optimal transportation problems with infinitely many marginals, supported on the real line. We also provide a characterization of the solution with an explicit formula.…
We prove an abstract and general version of the Lewy-Stampacchia inequality. We then show how to reproduce more classical versions of it and, more importantly, how it can be used in conjunction with Laplacian comparison estimates to produce…
We provide a mathematical analysis of appearance of the concentrations (as Dirac masses) of the solution to a Fokker-Planck system with asymmetric potentials. This problem has been proposed as a model to describe motor proteins moving along…
We prove an invariant Harnack's inequality for operators in non-divergence form structured on Heisenberg vector fields when the coefficient matrix is uniformly positive definite, continuous, and symplectic. The method consists in…