Harnack inequality and derivative formula for stochastic heat equation with fractional noise

DOI10.1214/18-ECP138zbMATH Open1394.60073OpenAlexW2807392621MaRDI QIDQ1663745FDOQ1663745

Authors: Litan Yan, Xiuwei Yin 

Publication date: 23 August 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1528358640

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zbMATH Keywords

stochastic heat equationfractional noisestrong Feller propertyderivative formulaHarnack type inequality

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

• Harnack inequality and applications for stochastic generalized porous media equations
• Title not available (Why is that?)
• Harnack inequality and applications for stochastic evolution equations with monotone drifts
• Derivative formula and applications for hyperdissipative stochastic Navier-Stokes/Burgers equations
• Harnack inequalities for stochastic partial differential equations
• Harnack inequalities for functional SDEs with multiplicative noise and applications
• White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
• Stochastic analysis of the fractional Brownian motion
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
• Harnack inequalities for stochastic equations driven by Lévy noise
• Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
• Bismut formulae and applications for functional SPDEs
• Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
• Harnack inequality and derivative formula for SDE driven by fractional Brownian motion
• Derivative formula and applications for degenerate diffusion semigroups
• Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes

Cited In (6)

• Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index \(H>\tfrac{1}{2}\)
• Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes
• Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion
• Bismut formula for a stochastic heat equation with fractional noise
• An integration by parts formula for stochastic heat equations with fractional noise
• Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion

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