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arxiv: 1103.2817 · v3 · pith:LAAIVCYSnew · submitted 2011-03-14 · 🧮 math.PR

Degenerate Fokker-Planck Equations : Bismut Formula, Gradient Estimate and Harnack Inequality

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keywords degenerateequationsestimatefokker-planckformulagradientharnackinequalities
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By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main results are also applied to the study of gradient estimate, entropy/transportation-cost inequality and heat kernel inequalities.

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