Bismut-Stroock Hessian formulas and local Hessian estimates for heat semigroups and harmonic functions on Riemannian manifolds

Author:

Chen Qing-Qian,Cheng Li-JuanORCID,Thalmaier AntonORCID

Abstract

AbstractIn this article, we develop a martingale approach to localized Bismut-type Hessian formulas for heat semigroups on Riemannian manifolds. Our approach extends the Hessian formulas established by Stroock (An estimate on the Hessian of the heat kernel: 355–371, 1996) and removes in particular the compact manifold restriction. To demonstrate the potential of these formulas, we give as application explicit quantitative local estimates for the Hessian of the heat semigroup, as well as for harmonic functions on regular domains in Riemannian manifolds.

Funder

Natural Science Foundation of Zhejiang Province

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference21 articles.

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2. Arnaudon, M., Plank, H., Thalmaier, A.: A Bismut type formula for the Hessian of heat semigroups. C. R. Math. Acad. Sci. Paris 336(8), 661–666 (2003)

3. Bismut, J.-M.: Large deviations and the Malliavin calculus, Progress in Mathematics, vol. 45. Birkhäuser Boston Inc, Boston, MA (1984)

4. Cao, J., Cheng, L.-J., Thalmaier, A.: Hessian heat kernel estimates and Calderón-Zygmund inequalities on complete Riemannian manifolds, arXiv:2108.13058 (2021)

5. Chen, X., Li, X.-M., Wu, B.: Logarithmic heat kernels: estimates without curvature restrictions, arXiv:2106.02746v1 (2021)

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