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Estimates for the Derivative of Diffusion Semigroups


 
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1. Title Title of document Estimates for the Derivative of Diffusion Semigroups
 
2. Creator Author's name, affiliation, country L. A. Rincon; University of Wales Swansea
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Diffusion Semigroups, Diffusion Processes, Stochastic Differential Equations.
 
3. Subject Subject classification 47D07, 60J55, 60H10.
 
4. Description Abstract Let $\{P_t\}_{t\ge 0}$ be the transition semigroup of a diffusion process. It is known that $P_t$ sends continuous functions into differentiable functions so we can write $DP_tf$. But what happens with this derivative when $t\to 0$ and $P_0f=f$ is only continuous?. We give estimates for the supremum norm of the Frechet derivative of the semigroups associated with the operators ${\cal A}+V$ and ${\cal A}+Z\cdot\nabla$ where ${\cal A}$ is the generator of a diffusion process, $V$ is a potential and $Z$ is a vector field.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 1998-08-18
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/994
 
10. Identifier Digital Object Identifier 10.1214/ECP.v3-994
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 3
 
12. Language English=en en
 
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