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

DOI10.1016/j.jfa.2009.01.007zbMath1193.47047arXiv0811.2061MaRDI 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 inequality; stochastic differential equations; Kolmogorov operator; monotone coefficients; invariant probability measure; Yosida approximation; infinitesimally invariant probability; Markov transition kernels

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

47D07: Markov semigroups and applications to diffusion processes

60J35: Transition functions, generators and resolvents