Derivative formula and applications for degenerate diffusion semigroups

Feng Yu Wang; Xi Cheng Zhang

doi:10.1016/j.matpur.2012.10.007

Derivative formula and applications for degenerate diffusion semigroups

Feng Yu Wang^*
, Xi Cheng Zhang

^*此作品的通讯作者

科研成果: 期刊稿件 › 文章 › 同行评审

36 引用（Scopus）

摘要

By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts. As applications, explicit gradient estimates and Harnack inequalities are derived.

源语言	英语
页（从-至）	726-740
页数	15
期刊	Journal des Mathematiques Pures et Appliquees
卷	99
期	6
DOI	https://doi.org/10.1016/j.matpur.2012.10.007
出版状态	已出版 - 6月 2013
已对外发布	是

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title = "Derivative formula and applications for degenerate diffusion semigroups",

abstract = "By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts. As applications, explicit gradient estimates and Harnack inequalities are derived.",

keywords = "Derivative formula, Gradient estimate, Harnack inequality, Stochastic differential equation",

author = "Wang, \{Feng Yu\} and Zhang, \{Xi Cheng\}",

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AB - By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts. As applications, explicit gradient estimates and Harnack inequalities are derived.

KW - Derivative formula

KW - Gradient estimate

KW - Harnack inequality

KW - Stochastic differential equation

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DO - 10.1016/j.matpur.2012.10.007

M3 - Article

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Derivative formula and applications for degenerate diffusion semigroups

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