Derivative Formula and Applications for Degenerate Diffusion Semigroups

Published 1 Jul 2011 in math.PR | (1107.0096v3)

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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