We consider the diffusion semigroup P_t associated to a class of degenerate elliptic operators A on R^n. This class includes the hypoelliptic Ornstein-Uhlenbeck operator but does not satisfy in general the well-known Hormander condition on commutators for sums of squares of vector fields. We establish probabilistic formulae for the spatial derivatives of P_t f up to the third order. We obtain L^∞-estimates for the derivatives of P_t f and show the existence of a classical bounded solution for the parabolic Cauchy problem involving A and having f ∈ C_b(R^n) as initial datum.

Formulae for the derivatives of degenerate diffusion semigroups

E. Priola
2006-01-01

Abstract

We consider the diffusion semigroup P_t associated to a class of degenerate elliptic operators A on R^n. This class includes the hypoelliptic Ornstein-Uhlenbeck operator but does not satisfy in general the well-known Hormander condition on commutators for sums of squares of vector fields. We establish probabilistic formulae for the spatial derivatives of P_t f up to the third order. We obtain L^∞-estimates for the derivatives of P_t f and show the existence of a classical bounded solution for the parabolic Cauchy problem involving A and having f ∈ C_b(R^n) as initial datum.
2006
Sì, ma tipo non specificato
Inglese
6
577
600
24
Diffusion semigroups; degenerate parabolic equations; Malliavin Calculus.
1
info:eu-repo/semantics/article
262
Priola, E.
1 Contributo su Rivista::1.1 Articolo in rivista
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/1251208
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