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

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)

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Cites work

• scientific article; zbMATH DE number 438987 (Why is no real title available?)
• Bismut formulae and applications for functional SPDEs
• Derivative formula and applications for degenerate diffusion semigroups
• Derivative formula and applications for hyperdissipative stochastic Navier-Stokes/Burgers equations
• Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
• Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes
• Harnack inequalities for functional SDEs with multiplicative noise and applications
• Harnack inequalities for stochastic equations driven by Lévy noise
• Harnack inequalities for stochastic partial differential equations
• Harnack inequality and applications for stochastic evolution equations with monotone drifts
• Harnack inequality and applications for stochastic generalized porous media equations
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
• Stochastic analysis of the fractional Brownian motion
• Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
• White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities

Cited in

(6)

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

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