Article (Scientific journals)
Derivatives of Feynman-Kac Semigroups
THOMPSON, James
2019In Journal of Theoretical Probability
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Keywords :
Brownian motion; Feynman-Kac; Bismut formula
Abstract :
[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.
Disciplines :
Mathematics
Author, co-author :
THOMPSON, James ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
External co-authors :
no
Language :
English
Title :
Derivatives of Feynman-Kac Semigroups
Publication date :
2019
Journal title :
Journal of Theoretical Probability
ISSN :
0894-9840
eISSN :
1572-9230
Publisher :
Springer, New York, United States - New York
Peer reviewed :
Peer Reviewed verified by ORBi
FnR Project :
FNR7628746 - Geometry Of Random Evolutions, 2014 (01/03/2015-28/02/2018) - Anton Thalmaier
Funders :
FNR - Fonds National de la Recherche [LU]
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