Hypercontractivity for functional stochastic differential equations

DOI10.1016/j.spa.2015.04.001zbMath1327.60093arXiv1406.7580OpenAlexW2016473325MaRDI QIDQ491930

Jianhai Bao, Feng-Yu Wang, Chenggui Yuan

Publication date: 19 August 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.7580

zbMATH Keywords

Harnack inequalitycompactnessexponential ergodicityhypercontractivityfunctional stochastic differential equation

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17)

Related Items (8)

Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises ⋮ Limit theorems for additive functionals of path-dependent SDEs ⋮ On the rates of decay to equilibrium in degenerate and defective Fokker-Planck equations ⋮ Hypercontractivity for space-time white noise driven SPDEs with reflection ⋮ Hypercontractivity and applications for stochastic Hamiltonian systems ⋮ Limit theorems for additive functionals of stochastic functional differential equations with infinite delay ⋮ Harnack and shift Harnack inequalities for SDEs with integrable drifts ⋮ Exponential convergence for functional SDEs with Hölder continuous drift

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