[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 :
Mathématiques
Auteur, co-auteur :
THOMPSON, James ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Co-auteurs externes :
no
Langue du document :
Anglais
Titre :
Derivatives of Feynman-Kac Semigroups
Date de publication/diffusion :
2019
Titre du périodique :
Journal of Theoretical Probability
ISSN :
0894-9840
eISSN :
1572-9230
Maison d'édition :
Springer, New York, Etats-Unis - New York
Peer reviewed :
Peer reviewed vérifié par ORBi
Projet FnR :
FNR7628746 - Geometry Of Random Evolutions, 2014 (01/03/2015-28/02/2018) - Anton Thalmaier
