Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift

DOI10.1016/J.JDE.2015.10.020MaRDI QIDQ897817zbMATH OpenOpenAlexFDO

Authors Feng-Yu Wang

Publication date 7 December 2015

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.2990

zbMATH Keywords

multiplicative noisestrong Feller propertymild solutionsemi-linear SPDElog-Hölder drift

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution. Under a reasonable condition ensuring the non-explosion of the solution, the strong Feller property of the associated Markov semigroup is proved. Gradient estimates and log-Harnack inequalities are derived for the associated semigroup under certain global conditions, which are new even in finite-dimensions.

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Cited in

(33)

• Distribution dependent SDEs with singular coefficients
• Functional SPDE with multiplicative noise and Dini drift
• Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises
• Well-posedness and regularity for distribution dependent SPDEs with singular drifts
• Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts
• New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts
• On polynomial mixing for SDEs with a gradient-type drift
• Exponential convergence for functional SDEs with Hölder continuous drift
• Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts
• Harnack and shift Harnack inequalities for SDEs with integrable drifts
• Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes
• Backward compact and periodic random attractors for non-autonomous sine-Gordon equations with multiplicative noise
• Degenerate SDEs with singular drift and applications to Heisenberg groups
• The Itô SDEs and Fokker-Planck equations with Osgood and Sobolev coefficients
• Ergodicity of stochastic differential equations with jumps and singular coefficients
• Malliavin matrix of degenerate SDE and gradient estimate
• Degenerate SDEs in Hilbert spaces with rough drifts
• Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
• A Zvonkin's transformation for stochastic differential equations with singular drift and applications
• Path-distribution dependent SDEs with singular coefficients
• Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients
• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• Approximation of distribution-independent and distribution-dependent stochastic differential equations with singular drifts
• Large deviation principle for SDEs with Dini continuous drifts
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