Arnaudon, Marc and Plank, Holger and Thalmaier, Anton (2003) A Bismut type formula for the Hessian of heat semigroups. COMPTES RENDUS MATHEMATIQUE, 336 (8). pp. 661-666. ISSN 1631-073X
Full text not available from this repository.Abstract
We obtain an intrinsic version of a Bismut type formula for the Hessian of heat semigroups, resp. harmonic functions, by computing second order directional derivatives of families of martingales, along with filtering of redundant noise. As applications we provide a Hessian estimate in the general case as well as a slightly improved one in the radially symmetric situation. To cite this article: M. Arnaudon et al., C R. Acad. Sci. Paris, Ser. 1336 (2003). (C) 2003 Academie des sciences/Editions scientifiques et medicales Elsevier SAS. All rights reserved.
| Item Type: | Article |
|---|---|
| Subjects: | 500 Science > 510 Mathematics |
| Divisions: | Mathematics |
| Depositing User: | Dr. Gernot Deinzer |
| Date Deposited: | 11 Aug 2021 07:00 |
| Last Modified: | 11 Aug 2021 07:00 |
| URI: | https://pred.uni-regensburg.de/id/eprint/39118 |
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