A Bismut type formula for the Hessian of heat semigroups.
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.
scientific article; zbMATH DE number 2019752