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Hessian heat kernel estimates and Calderón-Zygmund inequalities on complete Riemannian manifolds

We address some fundamental questions concerning geometric analysis on Riemannian manifolds. It has been asked whether the $L^p$-Calderón-Zygmund inequalities extend to a reasonable class of non-compact Riemannian manifolds without the assumption of a positive injectivity radius. In the present paper, we give a positive answer for $1<p<2$ under the natural assumption of a lower bound on the Ricci curvature. For $p>2$, we complement the study in Güneysu-Pigola (2015) and derive sufficient geometric criteria for the validity of the Calderón-Zygmund inequality by adding Kato class bounds on the Riemann curvature tensor and the covariant derivative of Ricci curvature. Probabilistic tools, like Hessian formulas and Bismut type representations for heat semigroups, play a significant role throughout the proofs.