Functional Inequalities for Feynman–Kac Semigroups

James Thompson ()
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James Thompson: University of Luxembourg

Journal of Theoretical Probability, 2020, vol. 33, issue 3, 1523-1540

Abstract: 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.

Keywords: Feynman–Kac; Gradient; Harnack; Schrödinger; 47D08; 58J65; 58Z05; 60H30 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10959-019-00915-y

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