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arXiv · 1103.2817

Degenerate Fokker-Planck Equations : Bismut Formula, Gradient Estimate and Harnack Inequality

Arnaud Guillin·Feng-Yu Wang
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Abstract

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.

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Arnaud Guillin, Feng-Yu Wang. 2012-03-12. Degenerate Fokker-Planck Equations : Bismut Formula, Gradient Estimate and Harnack Inequality. https://arxiv.org/abs/1103.2817

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