Harnack inequalities for SDEs with multiplicative noise and non-regular drift
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Publication:5255757
Abstract: The log-Harnack inequality and Harnack inequality with powers for semigroups associated to SDEs with non-degenerate diffusion coefficient and non-regular time-dependent drift coefficient are established, based on the recent papers cite{Flandoli, Zhang11}. We consider two cases in this work: (1) the drift fulfills the LPS-type integrability, and (2) the drift is uniformly H"older continuous with respect to the spatial variable. Finally, by using explicit heat kernel estimates for the stable process with drift, the Harnack inequality for the stochastic differential equation driven by symmetric stable process is also proved.
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Cited in
(20)- Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients
- Harnack inequality and applications for stochastic evolution equations with monotone drifts
- Log-Harnack inequality for stochastic differential equations in Hilbert spaces and its consequences
- Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes
- Harnack inequalities for functional SDEs with multiplicative noise and applications
- Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients
- Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients
- Harnack and shift Harnack inequalities for SDEs with integrable drifts
- Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise
- Distribution dependent reflecting stochastic differential equations
- Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
- Quantitative stability estimates for Fokker-Planck equations
- A Zvonkin's transformation for stochastic differential equations with singular drift and applications
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- Integrability conditions for SDEs and semilinear SPDEs
- Harnack inequality for distribution dependent second-order stochastic differential equations
- Large deviation principle for SDEs with Dini continuous drifts
- Bilateral Harnack inequalities for stochastic differential equation with multiplicative noise
- Heat kernel estimates for Dirichlet fractional Laplacian with gradient perturbation
- Harnack inequalities and heat kernel estimates for SDEs with singular drifts
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