Derivatives of Feynman-Kac semigroups
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Publication:1741894
DOI10.1007/S10959-018-0824-2zbMATH Open1482.58020arXiv1611.04373OpenAlexW2565919305MaRDI QIDQ1741894
Author name not available (Why is that?)
Publication date: 7 May 2019
Published in: (Search for Journal in Brave)
Abstract: 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.
Full work available at URL: https://arxiv.org/abs/1611.04373
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