White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
From MaRDI portal
Publication:983729
DOI10.1007/s11118-009-9162-4zbMath1196.60121OpenAlexW2019226537MaRDI QIDQ983729
Publication date: 24 July 2010
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11118-009-9162-4
comparison theoremstrong Feller propertyHarnack inequalitieshyperbound propertySPDEs with reflectionVaradhan type small time asymptotics
Dirichlet forms (31C25) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (39)
Bismut formula for a stochastic heat equation with fractional noise ⋮ Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise ⋮ Reflected stochastic partial differential equations with jumps ⋮ Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications ⋮ Harnack inequality and derivative formula for stochastic heat equation with fractional noise ⋮ Systems of reflected stochastic PDEs in a convex domain: analytical approach ⋮ Stochastic partial differential equation with reflection driven by fractional noises ⋮ The obstacle problem for quasilinear stochastic integral-partial differential equations ⋮ Hölder continuity of solutions of SPDEs with reflection ⋮ Harnack inequality for mean-field stochastic differential equations ⋮ Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises ⋮ Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality ⋮ Reflection of stochastic evolution equations in infinite dimensional domains ⋮ A transportation inequality for reflected SPDEs on infinite spatial domain ⋮ A large deviation principle for reflected SPDEs on infinite spatial domain ⋮ Large deviations for invariant measures of SPDEs with two reflecting walls ⋮ The small time asymptotics of SPDEs with reflection ⋮ Existence and uniqueness of invariant measures for SPDEs with two reflecting walls ⋮ Hypercontractivity for space-time white noise driven SPDEs with reflection ⋮ Reflected SPDEs driven by fractional noises ⋮ DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs ⋮ Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes ⋮ Harnack inequalities for stochastic heat equation with locally unbounded drift ⋮ Systems of stochastic partial differential equations with reflection: existence and uniqueness ⋮ Large deviation principles of obstacle problems for quasilinear stochastic PDEs ⋮ The obstacle problem for quasilinear stochastic PDEs with degenerate operator ⋮ Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds ⋮ Harnack inequalities for functional SDEs with multiplicative noise and applications ⋮ White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles ⋮ Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications ⋮ Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes ⋮ Stochastic Burgers type equations with reflection: existence, uniqueness ⋮ The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition ⋮ Reflected backward stochastic partial differential equations with jumps in a convex domain ⋮ White noise driven SPDEs with oblique reflection: existence and uniqueness ⋮ WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS ⋮ Existence of invariant measures for reflected stochastic partial differential equations ⋮ Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index H>½ ⋮ SPDEs with two reflecting walls and two singular drifts
Cites Work
- White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
- White noise driven quasilinear SPDEs with reflection
- On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts
- White noise driven SPDEs with reflection
- Dirichlet forms and symmetric Markov processes
- Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
- Small-time Gaussian behavior of symmetric diffusion semigroups
- On the small time asymptotics of diffusion processes on path groups
- On the small time asymptotics of diffusion processes on Hilbert spaces.
- Strong Feller property and irreducibility for diffusions on Hilbert spaces
- Harnack inequality and applications for stochastic generalized porous media equations
- On the ornstein—uhlenbeck process
- Ergodicity for Infinite Dimensional Systems
- Diffusion processes in a small time interval
- A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge
This page was built for publication: White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities