Derivative Formula and Applications for Degenerate Diffusion Semigroups
classification
🧮 math.PR
keywords
applicationsdegeneratederivativediffusionsemigroupsbismutcalculusclass
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.