Harnack inequalities for stochastic heat equation with locally unbounded drift

DOI10.1016/J.SPL.2020.108790MaRDI QIDQ2006732zbMATH OpenOpenAlexFDO

Authors Xiuwei Yin, Guangjun Shen, Jinhong Zhang

Publication date 12 October 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108790

zbMATH Keywords

Harnack inequalityshift Harnack inequalitystochastic heat equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Review text

This paper is concerned with the Harnack inequalities for the stochastic heat equation with the Neumann boundary condition and the additive white noise in one dimension. For the corresponding Markov operator, the authors first prove the Harnack inequality, based on the coupling by change of measure and Krylov's estimate. Then they prove the shift (log-)Harnack inequality. Moreover, the application to the equivalence between the corresponding distributions of solutions is also obtained.

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Cites work

• Harnack and shift Harnack inequalities for SDEs with integrable drifts
• Harnack inequalities for SDEs driven by cylindrical -stable processes
• Harnack inequalities for SDEs driven by subordinate Brownian motions
• Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients
• Harnack inequalities for stochastic partial differential equations
• Harnack inequality and applications for stochastic evolution equations with monotone drifts
• Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
• Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
• On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
• White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities

Cited in

(5)

• Bilateral Harnack inequalities for stochastic differential equation with multiplicative noise
• Harnack inequalities and heat kernel estimates for SDEs with singular drifts
• Harnack inequality and applications for stochastic evolution equations with monotone drifts
• Harnack inequalities for stochastic partial differential equations
• Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds

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