Reference : Derivatives of Feynman-Kac Semigroups
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/29297
Derivatives of Feynman-Kac Semigroups
English
Thompson, James mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
2018
Journal of Theoretical Probability
Springer
Yes (verified by ORBilu)
0894-9840
1572-9230
New York
NY
[en] Brownian motion ; Feynman-Kac ; Bismut formula
[en] We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a complete Riemannian manifold. We derive local estimates and give bounds on the logarithmic derivatives of the integral kernel. Stationary solutions are also considered. The arguments are based on local martingales, although the assumptions are purely geometric.
Fonds National de la Recherche - FnR
http://hdl.handle.net/10993/29297
10.1007/s10959-018-0824-2
FnR ; FNR7628746 > Anton Thalmaier > GEOMREV > Geometry of random evolutions > 01/03/2015 > 28/02/2018 > 2014

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