Derivatives of Feynman-Kac Semigroups

James Thompson

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arXiv · 1611.04373

Derivatives of Feynman-Kac Semigroups

James Thompson

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Abstract

We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a complete Riemannian manifold. We derive local estimates and give bounds on the logarithmic derivatives of the integral kernel. Stationary solutions are also considered. The arguments are based on local martingales, although the assumptions are purely geometric.

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James Thompson. 2016-11-14. Derivatives of Feynman-Kac Semigroups. https://arxiv.org/abs/1611.04373

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