Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds

DOI10.1214/10-AOP600zbMath1238.60069arXiv1012.5688OpenAlexW2092772437MaRDI QIDQ717885

Feng-Yu Wang

Publication date: 10 October 2011

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.1644

zbMATH Keywords

manifoldstochastic differential equationNeumann semigroupWang's Harnack inequality

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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