A Bismut type formula for the Hessian of heat semigroups

被引：11

作者：

Arnaudon, M

Plank, H

Thalmaier, A

机构：

[1] Univ Evry, Lab Anal & Probabil, Dept Math, F-91025 Evry, France

[2] Univ Regensburg, D-93040 Regensburg, Germany

[3] Univ Poitiers, Dept Math, F-86962 Futuroscope, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2003年 / 336卷 / 08期

关键词：

D O I：

10.1016/S1631-073X(03)00123-7

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We obtain an intrinsic version of a Bismut type formula for the Hessian of heat semigroups, resp. harmonic functions, by computing second order directional derivatives of families of martingales, along with filtering of redundant noise. As applications we provide a Hessian estimate in the general case as well as a slightly improved one in the radially symmetric situation. To cite this article: M. Arnaudon et al., C R. Acad. Sci. Paris, Ser. 1336 (2003). (C) 2003 Academie des sciences/Editions scientifiques et medicales Elsevier SAS. All rights reserved.

引用

页码：661 / 666

页数：6

共 7 条

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[2]

Arnaudon M, 2003, LECT NOTES MATH, V1801, P419

[3]

Arnaudon M., 1999, THEORY PROBABILITY M, P23

[4]

Elworthy K.D., 1999, LECT NOTES MATH, V1720, DOI DOI 10.1007/BFB0103064