The differentiation of hypoelliptic diffusion semigroups
نویسندگان
چکیده
منابع مشابه
The Differentiation of Hypoelliptic Diffusion Semigroups
Basic derivative formulas are presented for hypoelliptic heat semi-groups and harmonic functions extending earlier work in the elliptic case. Following the approach of 15], emphasis is placed on developing integration by parts formulas at the level of local martingales. Combined with the optional sampling theorem, this turns out to be an eecient way of dealing with boundary conditions, as well ...
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ژورنال
عنوان ژورنال: Illinois Journal of Mathematics
سال: 2010
ISSN: 0019-2082
DOI: 10.1215/ijm/1348505529