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Estimates for the Derivative of Diffusion Semigroups
Diffusion Semigroups Diffusion Processes Stochastic Differential Equations
2009/5/8
Let ${P_t}_{tge 0}$ be the transition semigroup of a diffusion process. It is known that $P_t$ sends continuous functions into differentiable functions so we can write $DP_tf$. But what happens with t...
