Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications

DOI10.1007/S40072-021-00203-ZMaRDI QIDQ2158591zbMATH OpenOpenAlexWikidataFDO

Authors Bin Xie

Publication date 26 July 2022

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.01169

zbMATH Keywords

multiplicative noisegradient estimatelog-Harnack inequalityentropy-cost inequalitySPDEs with reflection

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov semigroups and applications to diffusion processes (47D07) Heat equation (35K05) Transition functions, generators and resolvents (60J35)

Abstract: We mainly investigate the log-Harnack inequality for the reflected stochastic partial differential equation driven by multiplicative noises based on the gradient estimate of the associated Markov semigroup. To do it, the penalization method and the comparison principle for stochastic partial differential equations are adopted. As its applications, we also establish the entropy-cost inequality and study some important estimates of the transition density relative to its invariant measure.

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Cited in

(9)

• Log-Harnack inequality for stochastic Burgers equations and applications
• Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
• Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
• Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise
• Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models
• A transportation inequality for reflected SPDEs on infinite spatial domain
• Exponential convergence for nonlinear SPDEs with double reflecting walls
• A large deviation principle for reflected SPDEs on infinite spatial domain
• Stochastic Burgers type equations with two reflecting walls: existence, uniqueness and exponential ergodicity

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