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Functional Inequalities for Feynman–Kac Semigroups

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  • James Thompson

    (University of Luxembourg)

Abstract

Using the tools of stochastic analysis, we prove various gradient estimates and Harnack inequalities for Feynman–Kac semigroups with possibly unbounded potentials. One of the main results is a derivative formula which can be used to characterize a lower bound on Ricci curvature using a potential.

Suggested Citation

  • James Thompson, 2020. "Functional Inequalities for Feynman–Kac Semigroups," Journal of Theoretical Probability, Springer, vol. 33(3), pages 1523-1540, September.
    • Handle: RePEc:spr:jotpro:v:33:y:2020:i:3:d:10.1007_s10959-019-00915-y
    DOI: 10.1007/s10959-019-00915-y
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    References listed on IDEAS

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    1. Li, Xue-Mei & Thompson, James, 2018. "First order Feynman–Kac formula," Stochastic Processes and their Applications, Elsevier, vol. 128(9), pages 3006-3029.
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