Hypercontractivity for functional stochastic partial differential equations

DOI10.1214/EJP.V20-4108zbMATH Open1328.60145arXiv1503.02255OpenAlexW1660107904MaRDI QIDQ894151FDOQ894151

Chenggui Yuan, Jianhai Bao, Feng-Yu Wang

Publication date: 27 November 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenerate and degenerate Gaussian noises. Consequently, these conditions imply that the associated Markov semigroup is $L^2$-compact and exponentially convergent to the stationary distribution in entropy, variance and total variational norm. As the log-Sobolev inequality is invalid under the framework, we apply a criterion presented in the recent paper cite{Wang14} using Harnack inequality, coupling property and Gaussian concentration property of the stationary distribution. To verify the concentration property, we prove a Fernique type inequality for infinite-dimensional Gaussian processes which might be interesting by itself.

Full work available at URL: https://arxiv.org/abs/1503.02255

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zbMATH Keywords

couplingHarnack inequalityhypercontractivityGaussian noisesfunctional stochastic partial differential equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

Cited In (10)

• Distribution dependent stochastic differential equations
• Hypercontractivity for space-time white noise driven SPDEs with reflection
• Exponential convergence for functional SDEs with Hölder continuous drift
• Quasi Contraction of Stochastic Functional Differential Equations
• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• Title not available (Why is that?)
• Donsker-Varadhan large deviations for path-distribution dependent SPDEs
• On the rates of decay to equilibrium in degenerate and defective Fokker-Planck equations
• Hypercontractivity and applications for stochastic Hamiltonian systems
• Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs

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