Derivative formulae and estimates for diffusion processes and semigroups

5 June 2017
14:15
DAVID ELWORTHY
Abstract

 There is a routine for obtaining formulae for derivatives of smooth heat semigroups,and for certain heat semigroups acting on differential forms etc, established some time ago by myself, LeJan, & XueMei Li.  Following a description of this in its general form, I will discuss its applicability in some sub-Riemannian situations and to higher order derivatives.

 

  • Stochastic Analysis Seminar