Hypercontractivity for functional stochastic partial differential equations

DOI10.1214/EJP.V20-4108MaRDI QIDQ894151zbMATH OpenOpenAlexFDO

Authors Jianhai Bao, Feng-Yu Wang, Chenggui Yuan

Publication date 27 November 2015

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.02255

zbMATH Keywords

couplingHarnack inequalityhypercontractivityGaussian noisesfunctional stochastic partial differential equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

Abstract: Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenerate and degenerate Gaussian noises. Consequently, these conditions imply that the associated Markov semigroup is $L^2$-compact and exponentially convergent to the stationary distribution in entropy, variance and total variational norm. As the log-Sobolev inequality is invalid under the framework, we apply a criterion presented in the recent paper cite{Wang14} using Harnack inequality, coupling property and Gaussian concentration property of the stationary distribution. To verify the concentration property, we prove a Fernique type inequality for infinite-dimensional Gaussian processes which might be interesting by itself.

Recommendations

• Hypercontractivity for functional stochastic differential equations
• Hypercontractivity and applications for stochastic Hamiltonian systems
• Hypercontractivity for space-time white noise driven SPDEs with reflection
• scientific article; zbMATH DE number 3894218
• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts

Cited in

(11)

• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• Hypercontractivity for functional stochastic differential equations
• Hypercontractivity for space-time white noise driven SPDEs with reflection
• Exponential convergence for functional SDEs with Hölder continuous drift
• On the rates of decay to equilibrium in degenerate and defective Fokker-Planck equations
• scientific article; zbMATH DE number 5722283 (Why is no real title available?)
• Hypercontractivity and applications for stochastic Hamiltonian systems
• Quasi Contraction of Stochastic Functional Differential Equations
• Donsker-Varadhan large deviations for path-distribution dependent SPDEs
• Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs
• Distribution dependent stochastic differential equations

This page was built for publication: Hypercontractivity for functional stochastic partial differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q894151)