LOG-HARNACK INEQUALITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES AND ITS CONSEQUENCES

DOI10.1142/S0219025710003936zbMath1207.60053arXiv0911.0290MaRDI 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

zbMATH Keywords

stochastic differential equation; strong Feller property; log-Harnack inequality

Mathematics Subject Classification ID

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

60J60: Diffusion processes

Related Items

Gradient estimate on convex domains and applications, DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs, Harnack inequality for mean-field stochastic differential equations, Bismut formulae and applications for functional SPDEs, A modified log-Harnack inequality and asymptotically strong Feller property, Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality, Log-Harnack inequality for stochastic Burgers equations and applications, Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds, Harnack inequalities for functional SDEs with multiplicative noise and applications, Harnack inequality for semilinear SPDE with multiplicative noise, Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise

Cites Work

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• Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
• Heat Kernel Estimates with Application to Compactness of Manifolds