LOG-HARNACK INEQUALITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES AND ITS CONSEQUENCES
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Publication:3560049
DOI10.1142/S0219025710003936zbMath1207.60053arXiv0911.0290OpenAlexW2963779256MaRDI QIDQ3560049
Feng-Yu Wang, Michael Roeckner
Publication date: 19 May 2010
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.0290
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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Cites Work
- Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
- Harnack and functional inequalities for generalized Mehler semigroups.
- Hypercontractivity of Hamilton-Jacobi equations.
- Singular dissipative stochastic equations in Hilbert spaces
- Harnack inequality and applications for stochastic generalized porous media equations
- Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups
- Harnack inequality and strong Feller property for stochastic fast-diffusion equations
- Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
- Heat Kernel Estimates with Application to Compactness of Manifolds
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