Abstract

By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker–Planck equations on Rm×Rd. The main results are also applied to the study of gradient estimate, entropy/transportation-cost inequality and heat kernel inequalities.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call