...
首页> 外文期刊>Illinois journal of mathematics >The differentiation of hypoelliptic diffusion semigroups
【24h】

The differentiation of hypoelliptic diffusion semigroups

机译:次椭圆扩散半群的分化

获取原文
   

获取外文期刊封面封底 >>

       

摘要

Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. According to our approach, special emphasis is placed on integration by parts formulas at the level of local martingales. Combined with the optional sampling theorem, this turns out to be an efficient way of dealing with boundary conditions, as well as with difficulties related to finite lifetime of the underlying diffusion. Our formulas require hypoellipticity of the diffusion in the sense of Malliavin calculus (integrability of the inverse Malliavin covariance) and are formulated in terms of the derivative flow, the Malliavin covariance and its inverse. Finally, some extensions to the nonlinear setting of harmonic mappings are discussed.
机译:给出了次椭圆热半群的基本导数公式和扩展了椭圆情况下早期工作的谐波函数。根据我们的方法,在局部mar水平上,重点特别放在零件公式的集成上。结合可选的采样定理,这是处理边界条件以及与基础扩散有限寿命相关的困难的有效方法。我们的公式需要在Malliavin演算的意义上表示扩散的低椭圆度(逆Malliavin协方差的可积性),并根据导数流,Malliavin协方差及其逆来制定。最后,讨论了谐波映射非线性设置的一些扩展。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号