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Article Dans Une Revue Journal of Differential Equations Année : 2012

Bismut Formula and Harnack Inequality for Fokker-Planck Equations

Résumé

By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main results are also applied to the study of gradient estimate, entropy/transportation-cost inequality and heat kernel inequalities.

Dates et versions

hal-00577195 , version 1 (16-03-2011)

Identifiants

Citer

Arnaud Guillin, Feng-Yu Wang. Bismut Formula and Harnack Inequality for Fokker-Planck Equations. Journal of Differential Equations, 2012, 253 (1), pp.20-40. ⟨10.1016/j.jde.2012.03.014⟩. ⟨hal-00577195⟩
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