Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications

DOI10.1016/j.jmaa.2018.09.029zbMath1401.60125OpenAlexW2891813451WikidataQ129218558 ScholiaQ129218558MaRDI QIDQ1799146

Bin Xie, Min Niu

Publication date: 18 October 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.09.029

zbMATH Keywords

gradient estimatecoupling methodentropy-cost inequalityWang's Harnack inequalityrandom obstacle problemsSPDEs with two reflections

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises ⋮ Hypercontractivity for space-time white noise driven SPDEs with reflection ⋮ Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion ⋮ Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion

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