Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups

DOI10.1016/J.JFA.2009.01.007MaRDI QIDQ2391266zbMATH OpenOpenAlexFDO

Authors Guiseppe Da Prato, Feng-Yu Wang, Michael Röckner

Publication date 24 July 2009

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0811.2061

zbMATH Keywords

Harnack inequalitystochastic differential equationsKolmogorov operatormonotone coefficientsinvariant probability measureYosida approximationinfinitesimally invariant probabilityMarkov transition kernels

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35)

Abstract: We consider stochastic equations in Hilbert spaces with singular drift in the framework of [Da Prato, R"ockner, PTRF 2002]. We prove a Harnack inequality (in the sense of [Wang, PTRF 1997]) for its transition semigroup and exploit its consequences. In particular, we prove regularizing and ultraboundedness properties of the transition semigroup as well as that the corresponding Kolmogorov operator has at most one infinitesimally invariant measure $mu$ (satisfying some mild integrability conditions). Finally, we prove existence of such a measure $mu$ for non-continuous drifts.

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Cited in

(45)

• Log-Harnack inequality for stochastic Burgers equations and applications
• Gradient estimate on convex domains and applications
• Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
• From resolvents to càdlàg processes through compact excessive functions and applications to singular SDE on Hilbert spaces
• Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises
• Harnack inequalities with power \(\pmb{p\in (1,+\infty )}\) for transition semigroups in Hilbert spaces
• Dimension-independent Harnack inequalities for subordinated semigroups
• Log-Harnack inequality for stochastic differential equations in Hilbert spaces and its consequences
• Harnack inequalities and applications for stochastic equations
• A modified log-Harnack inequality and asymptotically strong Feller property
• Hypercontractivity for space-time white noise driven SPDEs with reflection
• Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
• Harnack inequalities for functional SDEs with multiplicative noise and applications
• Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
• A geometric approach to singularity for Hilbert space-valued SDEs
• A homeomorphism relating path spaces of stochastic processes with values in \(\mathbb R^{\mathbb Z}\) respectively \((S^{1})^{\mathbb Z}\)
• Transition semigroups for stochastic semilinear equations on Hilbert spaces
• Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
• Harnack inequalities and applications for Ornstein-Uhlenbeck semigroups with jump
• Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
• Optimal control of nonlinear stochastic differential equations on Hilbert spaces
• Derivative formula and applications for hyperdissipative stochastic Navier-Stokes/Burgers equations
• Derivative formulas and applications for degenerate stochastic differential equations with fractional noises
• A natural extension of Markov processes and applications to singular SDEs
• Non autonomous semilinear stochastic evolution equations
• Harnack inequalities for stochastic equations driven by Lévy noise
• Stochastic Volterra equations driven by fractional Brownian motion
• Ergodicity of transition semigroups for stochastic fast diffusion equations
• Harnack inequalities and applications for multivalued stochastic evolution equations
• Uniqueness for solutions of Fokker-Planck equations on infinite dimensional spaces
• Harnack inequality for semilinear SPDE with multiplicative noise
• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• Bilateral Harnack inequalities for stochastic differential equation with multiplicative noise
• Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities
• Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications
• Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces
• Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching
• Gradient estimates and coupling property for semilinear SDEs driven by jump processes
• Ergodicity of 3D Leray-α model with fractional dissipation and degenerate stochastic forcing
• \(L^2\)-theory for transition semigroups associated to dissipative systems
• Harnack inequalities for SDEs driven by subordinator fractional Brownian motion
• Existence and uniqueness of invariant measures for a class of transition semigroups on Hilbert spaces
• DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
• Harnack inequality for mean-field stochastic differential equations
• Derivative formula and Harnack inequality for SDEs driven by Lévy processes

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