Harnack Inequalities and Applications for Ornstein–Uhlenbeck Semigroups with Jump

The Harnack inequality established in Röckner and Wang (J Funct Anal 203:237–261, 2003) for generalized Mehler semigroup is improved and generalized. As applications, the log-Harnack inequality, the strong Feller property, the hyper-bounded property, and some heat kernel inequalities are presented for a class of O-U type semigroups with jump. These inequalities and semigroup properties are indeed equivalent, and thus sharp, for the Gaussian case. As an application of the log-Harnack inequality, the HWI inequality is established for the Gaussian case. Perturbations with linear growth are also investigated.     

Equivalent semigroup properties for the curvature-dimension condition

Some equivalent gradient and Harnack inequalities of a diffusion semigroup are presented for the curvature-dimension condition of the associated generator. As applications, the first eigenvalue, the log-Harnack inequality, the heat kernel estimates, and the HWI inequality are derived by using the curvature-dimension condition. The transportation inequality for diffusion semigroups is also investigated.     

Dimension-Independent Harnack Inequalities for Subordinated Semigroups

Dimension-independent Harnack inequalities are derived for a class of subordinate semigroups. In particular, for a diffusion satisfying the Bakry-Emery curvature condition, the subordinate semigroup with power α satisfies a dimension-free Harnack inequality provided \(\alpha \in \left(\frac{1}{2},1 \right)\), and it satisfies the log-Harnack inequality for all α?∈?(0, 1). Some infinite-dimensional examples are also presented.     

Characterization of Pinched Ricci Curvature by Functional Inequalities

In this article, functional inequalities for diffusion semigroups on Riemannian manifolds (possibly with boundary) are established, which are equivalent to pinched Ricci curvature, along with gradient estimates, \(L^p\)-inequalities and log-Sobolev inequalities. These results are further extended to differential manifolds carrying geometric flows. As application, it is shown that they can be used in particular to characterize general geometric flow and Ricci flow by functional inequalities.     

Dimension-Free Harnack Inequalities on $$\hbox {RCD}(K, \infty )$$ Spaces

The dimension-free Harnack inequality for the heat semigroup is established on the \(\mathrm{{RCD}}(K,\infty )\) space, which is a non-smooth metric measure space having the Ricci curvature bounded from below in the sense of Lott–Sturm–Villani plus the Cheeger energy being quadratic. As its applications, the heat semigroup entropy-cost inequality and contractivity properties of the semigroup are studied, and a strong-enough Gaussian concentration implying the log-Sobolev inequality is also shown as a generalization of the one on the smooth Riemannian manifold.     

Log-Sobolev inequalities and regions with exterior exponential cusps

We begin by studying certain semigroup estimates which are more singular than those implied by a Sobolev embedding theorem but which are equivalent to certain logarithmic Sobolev inequalities. We then give a method for proving that such log-Sobolev inequalities hold for Euclidean regions which satisfy a particular Hardy-type inequality. Our main application is to show that domains which have exterior exponential cusps, and hence have no Sobolev embedding theorem, satisfy such heat kernel bounds provided the cusps are not too sharp. Finally, we consider a rotationally invariant domain with an exponentially sharp cusp and prove that ultracontractivity breaks down when the cusp becomes too sharp.     

Harnack inequalities for SDEs driven by subordinate Brownian motions

By using regularization approximations of the underlying subordinator and a gradient estimate approach, the dimension-independent Harnack inequalities are established for the inhomogeneous semigroup associated with a class of SDEs with Lévy noise containing a subordinate Brownian motion. Our estimates in Harnack type inequalities improve the corresponding ones in the recent paper by Wang and Wang (2014) [10].     

Hypercontractivity and Absolute Continuity of Gaussian Generalized Mehler Semigroups in Hilbert Spaces

In this paper, we prove the hypercontra,ctivity of a non-differentiable Gaussian generalized Mehler semigroup using direct probabilistic argumcents, This result implics the exponential convergence of the scmigroup at infinity. Under some additional hypotheses, we also） establish the absolute continuity of the semigroup with respect to its invariant mcasure.     

Generalized Mehler Semigroups and Catalytic Branching Processes with Immigration

Skew convolution semigroups play an important role in the study of generalized Mehler semigroups and Ornstein–Uhlenbeck processes. We give a characterization for a general skew convolution semigroup on a real separable Hilbert space whose characteristic functional is not necessarily differentiable at the initial time. A connection between this subject and catalytic branching superprocesses is established through fluctuation limits, providing a rich class of non-differentiable skew convolution semigroups. Path regularity of the corresponding generalized Ornstein–Uhlenbeck processes in different topologies is also discussed.     

Coercive inequalities for Hörmander type generators in infinite dimensions

We prove log-Sobolev inequalities for Hörmander type generators in infinite dimensions and prove the strong exponential decay to equilibrium for corresponding semigroups.     

Reflecting Diffusion Processes on Manifolds Carrying Geometric Flow

Let \(L_t:=\Delta _t+Z_t\) for a \(C^{\infty }\)-vector field Z on a differentiable manifold M with boundary \(\partial M\), where \(\Delta _t\) is the Laplacian operator, induced by a time dependent metric \(g_t\) differentiable in \(t\in [0,T_\mathrm {c})\). We first establish the derivative formula for the associated reflecting diffusion semigroup generated by \(L_t\). Then, by using parallel displacement and reflection, we construct the couplings for the reflecting \(L_t\)-diffusion processes, which are applied to gradient estimates and Harnack inequalities of the associated heat semigroup. Finally, as applications of the derivative formula, we present a number of equivalent inequalities for a new curvature lower bound and the convexity of the boundary. These inequalities include the gradient estimates, Harnack inequalities, transportation-cost inequalities and other functional inequalities for diffusion semigroups.     

Derivative formula and applications for degenerate diffusion semigroups

By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts. As applications, explicit gradient estimates and Harnack inequalities are derived.     

Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups

We consider stochastic equations in Hilbert spaces with singular drift in the framework of [G. Da Prato, M. Röckner, Singular dissipative stochastic equations in Hilbert spaces, Probab. Theory Related Fields 124 (2) (2002) 261-303]. We prove a Harnack inequality (in the sense of [F.-Y. Wang, Logarithmic Sobolev inequalities on noncompact Riemannian manifolds, Probab. Theory Related Fields 109 (1997) 417-424]) for its transition semigroup and exploit its consequences. In particular, we prove regularizing and ultraboundedness properties of the transition semigroup as well as that the corresponding Kolmogorov operator has at most one infinitesimally invariant measure μ (satisfying some mild integrability conditions). Finally, we prove existence of such a measure μ for noncontinuous drifts.     

Null Extensions and Generalized Inflations of Brandt Semigroups

Clarke and Monzo defined in [3] a construction called a generalized inflation of a semigroup. It is always the case that any inflation of a semigroup is a generalized inflation, and any generalized inflation of a semigroup is a null extension of the semigroup. Clarke and Monzo proved that any associative null extension of a base semigroup which is a union of groups is in fact a generalized inflation. In this paper we study null extensions and generalized inflations of Brandt semigroups. We first prove that any generalized inflation of a Brandt semigroup is actually an inflation of the semigroup. This answers a question posed by Clarke and Monzo in [3]. Then we characterize associative null extensions of Brandt semigroups, and show that there are associative null extensions of Brandt semigroups which are not generalized inflations.     

Characterization of sub‐Gaussian heat kernel estimates on strongly recurrent graphs

Sub‐Gaussian estimates for random walks are typical of fractal graphs. We characterize them in the strongly recurrent case, in terms of resistance estimates only, without assuming elliptic Harnack inequalities. © 2005 Wiley Periodicals, Inc.     

Vector-valued Littlewood-Paley-Stein theory for semigroups

We develop a generalized Littlewood-Paley theory for semigroups acting on L^p-spaces of functions with values in uniformly convex or smooth Banach spaces. We characterize, in the vector-valued setting, the validity of the one-sided inequalities concerning the generalized Littlewood-Paley-Stein g-function associated with a subordinated Poisson symmetric diffusion semigroup by the martingale cotype and type properties of the underlying Banach space. We show that in the case of the usual Poisson semigroup and the Poisson semigroup subordinated to the Ornstein-Uhlenbeck semigroup on Rⁿ, this general theory becomes more satisfactory (and easier to be handled) in virtue of the theory of vector-valued Calderón-Zygmund singular integral operators.     

Gradient estimates for the heat equation under the Ricci flow

The paper considers a manifold M evolving under the Ricci flow and establishes a series of gradient estimates for positive solutions of the heat equation on M. Among other results, we prove Li-Yau-type inequalities in this context. We consider both the case where M is a complete manifold without boundary and the case where M is a compact manifold with boundary. Applications of our results include Harnack inequalities for the heat equation on M.     

Harnack and HWI inequalities on infinite-dimensional spaces

In this paper, the dimensional-free Harnack inequalities are established on infinite-dimensional spaces. More precisely, we establish Harnack inequalities for heat semigroup on based loop group and for Ornstein-Uhlenbeck semigroup on the abstract Wiener space. As an application, we establish the HWI inequality on the abstract Wiener space, which contains three important quantities in one inequality, the relative entropy “H”, Wasserstein distance “W”, and Fisher information “I”.     

Harnack Inequality and Applications for Infinite-Dimensional GEM Processes

The dimension-free Harnack inequality and uniform heat kernel upper/lower bounds are derived for a class of infinite-dimensional GEM processes, which was introduced in Feng and Wang (J. Appl. Probab. 44 938–949 2007) to simulate the two-parameter GEM distributions. In particular, the associated Dirichlet form satisfies the super log-Sobolev inequality which strengthens the log-Sobolev inequality derived in Feng and Wang (J. Appl. Probab. 44 938–949 2007). To prove the main results, explicit Harnack inequality and super Poincaré inequality are established for the one-dimensional Wright-Fisher diffusion processes. The main tool of the study is the coupling by change of measures.     

Algebras of Ehresmann semigroups and categories

E-Ehresmann semigroups are a commonly studied generalization of inverse semigroups. They are closely related to Ehresmann categories in the same way that inverse semigroups are related to inductive groupoids. We prove that under some finiteness condition, the semigroup algebra of an E-Ehresmann semigroup is isomorphic to the category algebra of the corresponding Ehresmann category. This generalizes a result of Steinberg who proved this isomorphism for inverse semigroups and inductive groupoids and a result of Guo and Chen who proved it for ample semigroups. We also characterize E-Ehresmann semigroups whose corresponding Ehresmann category is an EI-category and give some natural examples.