Application of Harnack inequality to long time asymptotics of Markov processes

DOI10.1360/N012017-00127MaRDI QIDQ5064077zbMATH OpenOpenAlexWikidataFDO

Authors Fengyu Wang, Yu Zhang

Publication date 21 March 2022

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/n012017-00127

zbMATH Keywords

additive functionalHarnack inequalitylong time asymptoticssemilinear stochastic partial differential equationstochastic Hamiltonian system

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55) Diffusion processes (60J60)

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Cited in

(5)

• Long time asymptotics of unbounded additive functionals of Markov processes
• Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory
• Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes
• Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs
• Asymptotics of sample entropy production rate for stochastic differential equations

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