A Bismut type formula for the Hessian of heat semigroups.
type: Item
instance of: scholarly article
title: A Bismut type formula for the Hessian of heat semigroups.
zbMATH Open document ID: 1038.60043
DOI: 10.1016/S1631-073X(03)00123-7
author: Marc Arnaudon
author: Holger Plank
author: Anton Thalmaier
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2003-12-18T00:00:00Z
review text: By considering an Itô SDE on an \(n\)-dimensional differentiable manifold \(M\), the authors obtain an intrinsic version of a Bismut type formula of the Hessian of heat semigroups or for harmonic functions on \(M\). As application they estimate the Hessian, in particular for the radially symmetric case.
reviewed by: Mohamed Hmissi
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 2019752
zbMATH Keywords: Itô stochastic differential equation
zbMATH Keywords: martingale
zbMATH Keywords: Hessian
zbMATH Keywords: Bismut formula
MaRDI profile type: Publication
cites work: Bismut type differentiation of semigroups
cites work: Q4451261
cites work: On the geometry of diffusion operators and stochastic flows
cites work: Formulae for the derivatives of heat semigroups
cites work: Q4337939
cites work: Gradient estimates for harmonic functions on regular domains in Riemannian manifolds
description: scientific article; zbMATH DE number 2019752