Differentiation of heat semigroups and applications
K. David Elworthy, X. -M. Li · 1994
Consider the Stratonovich stochastic differential equation dxt = X(xt) ◦ dBt + A(xt)dt. (1) on Rn with coefficients A: Rn → Rn a smooth vector field and X: Rn → L (Rm;Rn) a smooth map into the space of linear maps of Rm into Rn, driven