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2021 Gradient formulas for jump processes on manifolds
Hirotaka Kai, Atsushi Takeuchi
Author Affiliations +
Electron. J. Probab. 26: 1-15 (2021). DOI: 10.1214/21-EJP660

Abstract

Consider jump processes on a connected compact smooth Riemannian manifold, which are constructed by the canonical projection of the processes on the bundle of orthonormal frames. The condition under which the M-valued process is Markovian will be revisited as seen in Applebaum-Estrade [1]. Moreover, the gradient formula, which will be also called the integration by parts formula, can be also studied. The obtained formula can be regarded as the extended version of the celebrated Bismut formula on the case of diffusion processes.

Funding Statement

This work was supported by JSPS KAKENHI Grant Number JP20K03641.

Acknowledgments

The authors would like to thank Professor Masamichi Yoshida for giving us some valuable comments.

Citation

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Hirotaka Kai. Atsushi Takeuchi. "Gradient formulas for jump processes on manifolds." Electron. J. Probab. 26 1 - 15, 2021. https://doi.org/10.1214/21-EJP660

Information

Received: 10 July 2020; Accepted: 7 June 2021; Published: 2021
First available in Project Euclid: 14 July 2021

Digital Object Identifier: 10.1214/21-EJP660

Subjects:
Primary: 58J65, 60H07, 60H10, 60J76

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