Bismut formula for Lions derivative of distribution-path dependent SDEs

Formulae for the Derivatives of Heat Semigroups

K. D. Elworthy, Xue-Mei Li · Journal of Functional Analysis · 1994 · 308 citations · Full text

Engineering, Physics, Differential Equations +10

Structural properties of semilinear SPDEs driven by cylindrical stable processes

Enrico Priola, Jerzy Zabczyk · Probability Theory and Related Fields · 2009 · 133 citations · Full text

Engineering, Civil Engineering, Dynamical Systems +7

Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds

Feng‐Yu Wang · The Annals of Probability · 2011 · 118 citations · Full text

Engineering, Mechanical Engineering, Dynamical Systems +14

Degenerate Fokker–Planck equations: Bismut formula, gradient estimate and Harnack inequality

Arnaud Guillin, Feng‐Yu Wang · Journal of Differential Equations · 2012 · 110 citations · Full text

Natural Sciences, Mathematics, Physics +11

Derivative formulas and gradient estimates for SDEs driven by<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>α</mml:mi></mml:math>-stable processes

Xicheng Zhang · Stochastic Processes and their Applications · 2012 · 96 citations

Engineering, Computer Engineering, Derivatives +12