Bismut Formula and Gradient Estimates for Dirichlet Semigroups with Application to Singular Killed DDSDEs
Probability
2026-03-30 v2
Abstract
By establishing a local version of Bismut formula for Dirichlet semigroups on a regular domain, gradient estimates are derived for killed SDEs with singular drifts. As an application, the total variation distance between two solutions of killed DDSDEs is bounded above by the truncated -Wasserstein distance of initial distributions, in the regular and singular cases respectively.
Keywords
Cite
@article{arxiv.2506.19429,
title = {Bismut Formula and Gradient Estimates for Dirichlet Semigroups with Application to Singular Killed DDSDEs},
author = {Feng-Yu Wang and Xiao-Yu Zhao},
journal= {arXiv preprint arXiv:2506.19429},
year = {2026}
}
Comments
23 pages