A Probabilistic Approach to Gradient Estimates
Canadian mathematical bulletin, Tome 35 (1992) no. 1, pp. 46-55
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Suppose u is a harmonic function on a domain D and x, x' are in D. We estimate |u(x) — u(x')| using two Brownian motions started at x and x' and killed on exiting a cube Q ⊂ D. By selecting appropriate versions of the two Brownian motions, a classical gradient estimate for u is easily derived.
Cranston, M. A Probabilistic Approach to Gradient Estimates. Canadian mathematical bulletin, Tome 35 (1992) no. 1, pp. 46-55. doi: 10.4153/CMB-1992-007-6
@article{10_4153_CMB_1992_007_6,
author = {Cranston, M.},
title = {A {Probabilistic} {Approach} to {Gradient} {Estimates}},
journal = {Canadian mathematical bulletin},
pages = {46--55},
year = {1992},
volume = {35},
number = {1},
doi = {10.4153/CMB-1992-007-6},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1992-007-6/}
}
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