Bismut-Stroock Hessian formulas and local Hessian estimates for heat semigroups and harmonic functions on Riemannian manifolds

in Stochastic Partial Differential Equations: Analysis and Computations (in press)

In this article, we develop a martingale approach to localized Bismut-type Hessian formulas for heat semigroups on Riemannian manifolds. Our approach extends the Hessian formulas established by Stroock ... [more ▼]

In this article, we develop a martingale approach to localized Bismut-type Hessian formulas for heat semigroups on Riemannian manifolds. Our approach extends the Hessian formulas established by Stroock (1996) and removes in particular the compact manifold restriction. To demonstrate the potential of these formulas, we give as application explicit quantitative local estimates for the Hessian of the heat semigroup, as well as for harmonic functions on regular domains in Riemannian manifolds. [less ▲]