Mathematics – Probability
Scientific paper
2009-08-20
Mathematics
Probability
22 pages
Scientific paper
Let $M$ be a complete connected Riemannian manifold with boundary $\pp M$, $Q$ a bounded continuous function on $\pp M$, and $L= \DD+Z$ for a $C^1$-vector field $Z$ on $M$. By using the reflecting diffusion process generated by $L$ and its local time on the boundary, a probabilistic formula is presented for the semigroup generated by $L$ on $M$ with Robin boundary condition $N,\nn f+Qf=0,$ where $N$ is the inward unit normal vector field of $\pp M$. As an application, the HWI inequality is established on manifolds with (nonconvex) boundary. In order to study this semigroup, Hsu's gradient estimate and the corresponding Bismut's derivative formula are established on a class of noncompact manifolds with boundary.
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