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arXiv · 1107.0096

Derivative Formula and Applications for Degenerate Diffusion Semigroups

Feng-Yu Wang·Xi-Cheng Zhang
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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.

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Feng-Yu Wang, Xi-Cheng Zhang. 2011-07-01. Derivative Formula and Applications for Degenerate Diffusion Semigroups. https://arxiv.org/abs/1107.0096

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