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

DOI10.1016/j.jfa.2009.01.007zbMath1193.47047arXiv0811.2061OpenAlexW2962803347MaRDI QIDQ2391266

Feng-Yu Wang, Giuseppe Da Prato, Michael Roeckner

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

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

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Cites Work

• Kolmogorov equations for stochastic PDEs.
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• Introduction to the theory of (non-symmetric) Dirichlet forms
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• A concise course on stochastic partial differential equations
• Harnack inequality and applications for stochastic generalized porous media equations
• Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
• Uniqueness for stochastic evolution equations in Banach spaces
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