Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
From MaRDI portal
Publication:2031013
DOI10.1007/s10959-020-00989-zzbMath1483.60084arXiv1904.03369OpenAlexW3005181772MaRDI QIDQ2031013
Publication date: 8 June 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.03369
Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Systems of functional equations and inequalities (39B72) Singular perturbations of functional-differential equations (34K26)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Derivative formula and applications for degenerate diffusion semigroups
- Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
- Pathwise uniqueness for singular SDEs driven by stable processes
- Hypercontractivity and applications for stochastic Hamiltonian systems
- Harnack inequalities for functional SDEs with multiplicative noise and applications
- Log-Harnack inequality for Gruschin type semigroups
- Hypercontractivity for functional stochastic partial differential equations
- Stochastic averaging for a Hamiltonian system with skew random perturbations
- Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
- Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
- Transport in Hamiltonian systems
- Critical point theory and Hamiltonian systems
- Uniformly integrable operators and large deviations for Markov processes
- On random perturbations of Hamiltonian systems with many degrees of freedom.
- Longtime behaviour of stochastic Hamiltonian systems: the multidimensional case
- Functional SPDE with multiplicative noise and Dini drift
- A concise course on stochastic partial differential equations
- On the uniqueness of solutions of stochastic differential equations
- Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
- Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
- Degenerate SDEs in Hilbert spaces with rough drifts
- Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient
- On Stochastic Differential Equations with Locally Unbounded Drift
- Hypocoercivity
- Optimal Residence Time Control of Hamiltonian Systems Perturbed by White Noise
- Strong solutions for functional SDEs with singular drift
- Flows of homeomorphisms of stochastic differential equations with measurable drift
- Uniqueness for stochastic evolution equations in Banach spaces
- DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
- Harnack Inequalities for Stochastic Partial Differential Equations
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT