Derivative Formula and Gradient Estimates for Gruschin Type Semigroups

Abstract

By solving a control problem and using Malliavin calculus, explicit derivative formula is derived for the semigroup $P_t$ generated by the Gruschin type operator on ${\mathbb{R}}^m\times {\mathbb{R}}^d:$ $$L (x,y)=\ff 1 2 \bigg\{\sum_{i=1}^m \pp_{x_i}^2 +\sum_{j,k=1}^d (\si(x)\si(x)^*)_{jk} \pp_{y_j}\pp_{y_k}\bigg\},\ \ (x,y)\in \R^m\times\R^d,$$ where $\si\in C^1(\R^m; \R^d\otimes\R^d)$ might be degenerate. In particular, if $\si(x)$ is comparable with $|x{|}^l{I}_{d\times d}$ for some $l\ge 1$ in the sense of (\ref{A4}), then for any $p>1$ there exists a constant $C_p>0$ such that $$|\nn P_t f(x,y)|\le \ff{C_p (P_t |f|^p)^{1/p}}{ß{t}\land ß{t(|x|^2+t)^l}},\ \ t>0, f\in \B_b(\R^{m+d}), (x,y)\in \R^{m+d},$$ which implies a new Harnack type inequality for the semigroup. A more general model is also investigated.

17 pages

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