Harnack and shift Harnack inequalities for SDEs with integrable drifts
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Publication:5237299
DOI10.1142/S0219493719500345zbMATH Open1423.60092arXiv1805.05639OpenAlexW2963857196WikidataQ128717108 ScholiaQ128717108MaRDI QIDQ5237299FDOQ5237299
Authors: Xing Huang 
Publication date: 17 October 2019
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Abstract: In this paper, the coupling by change of measure is constructed for a class of SDEs with integrable drift and additive noise, from which the Harnack and shift Harnack inequalities are derived. Finally, as applications, the gradient estimate, the regularity of the heat kernel and the distribution properties of the associated transition probability are also obtained. The important tool is Krylov's estimate.
Full work available at URL: https://arxiv.org/abs/1805.05639
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cited In (10)
- Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index \(H>\tfrac{1}{2}\)
- Harnack inequality and applications for stochastic evolution equations with monotone drifts
- Harnack inequalities for SDEs with multiplicative noise and non-regular drift
- A Zvonkin's transformation for stochastic differential equations with singular drift and applications
- Harnack-type inequality for linear fractional stochastic equations
- Harnack inequalities for stochastic heat equation with locally unbounded drift
- Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
- On stochastic Itô processes with drift in \(L_d\)
- Harnack and super Poincaré inequalities for generalized Cox-Ingersoll-Ross model
- Harnack inequalities and heat kernel estimates for SDEs with singular drifts
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