Degenerate Fokker-Planck Equations : Bismut Formula, Gradient Estimate and Harnack Inequality

Abstract

By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main results are also applied to the study of gradient estimate, entropy/transportation-cost inequality and heat kernel inequalities.