A Bismut type formula for the Hessian of heat semigroups. (Q1417120)
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scientific article; zbMATH DE number 2019752
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bismut type formula for the Hessian of heat semigroups. |
scientific article; zbMATH DE number 2019752 |
Statements
A Bismut type formula for the Hessian of heat semigroups. (English)
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18 December 2003
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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.
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Itô stochastic differential equation
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martingale
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Hessian
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Bismut formula
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