A chain rule for a class of evolutive nonlocal hypoelliptic equations

Abstract

We prove a chain rule of local type for a class of fractional hypoelliptic equations of Kolmogorov-Fokker-Planck type. We introduce a semigroup based notion of nonlocal carr\'e du champ which works successfully in situations in which the infinitesimal generator of the semigroup itself does not necessarily possess a gradient. Our results extend and sharpen the original 2004 chain rule due to A. C\'ordoba and D. C\'ordoba.

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