Derivative formula and applications for degenerate diffusion semigroups

By Feng-Yu Wang, Xicheng Zhang. 2011

68 citations recorded by the source corpus.

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.

Subfields: Applied Mathematics, Computational Theory and Mathematics

View Paper: https://www.semanticscholar.org/paper/4b8d2aec3a4fc1dfbc23fb7494376feaf8d0bbcb

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Panpan Ren
2. Feng-Yu Wang
3. Michael Röckner
4. Patrick Cattiaux
5. Nathael Gozlan
6. Wei Liu
7. Arnaud Guillin
8. Franck Barthe

In Computational Theory and Mathematics

1. Panpan Ren
2. Feng-Yu Wang
3. Wei Liu
4. Michael Röckner
5. Xing Huang
6. Wei David Liu

Citations in the corpus

• Bismut formula for Lions derivative of distribution dependent SDEs and applications (2018, background): “To follow the line of [28] where the distribution independent model was investigated, we need the following assumption (H2).”