Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory

DOI10.1016/J.SPA.2018.12.010zbMATH Open1433.60032arXiv1710.01042OpenAlexW2964037862WikidataQ128753262 ScholiaQ128753262MaRDI QIDQ2010491FDOQ2010491

Authors: Jianhai Bao, Feng-Yu Wang, Chenggui Yuan 

Publication date: 27 November 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: The asymptotic log-Harnack inequality is established for several different models of stochastic differential systems with infinite memory: non-degenerate SDEs, Neutral SDEs, semi-linear SPDEs, and stochastic Hamiltonian systems. As applications, the following properties are derived for the associated segment Markov semigroups: asymptotic heat kernel estimate; uniqueness of the invariant probability measure; asymptotic gradient estimate and hence, asymptotically strong Feller property; and asymptotic irreducibilty.

Full work available at URL: https://arxiv.org/abs/1710.01042

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zbMATH Keywords

asymptotic gradient estimateasymptotic heat kernelasymptotic irreducibilityasymptotic log-Harnack inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-differential operators (47G20) Feller processes (60G53)

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Cited In (20)

• Asymptotic log-Harnack inequality for stochastic fractional MHD equations with degenerate noise
• Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises
• Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes
• Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion
• Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise
• Asymptotic log-Harnack inequality and ergodicity for 3D Leray-\(\alpha\) model with degenerate type noise
• Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models
• Asymptotic log-Harnack inequality and applications for stochastic 2D hydrodynamical-type systems with degenerate noise
• Asymptotics of sample entropy production rate for stochastic differential equations
• Dynamics of a stochastic Markovian switching predator-prey model with infinite memory and general Lévy jumps
• Exponential mixing properties of the stochastic tamed 3D Navier-Stokes equation with degenerate noise
• Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations
• Limit theorems for additive functionals of stochastic functional differential equations with infinite delay
• Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
• Application of Harnack inequality to long time asymptotics of Markov processes
• Well-posedness and exponential mixing for stochastic magneto-hydrodynamic equations with fractional dissipations
• Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
• Asymptotic log-Harnack inequality for the 2D Ericksen-Leslie model system with degenerate noise and damping
• Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion
• Sharp convex generalizations of stochastic Gronwall inequalities

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