White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities

DOI10.1007/S11118-009-9162-4zbMATH Open1196.60121OpenAlexW2019226537MaRDI QIDQ983729FDOQ983729

Authors: Tu-Sheng Zhang 

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

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zbMATH Keywords

comparison theoremstrong Feller propertyHarnack inequalitieshyperbound propertySPDEs with reflectionVaradhan type small time asymptotics

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Dirichlet forms (31C25)

Cites Work

• White noise driven quasilinear SPDEs with reflection
• White noise driven SPDEs with reflection
• Dirichlet forms and symmetric Markov processes
• Harnack inequality and applications for stochastic generalized porous media equations
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
• Ergodicity for Infinite Dimensional Systems
• Small-time Gaussian behavior of symmetric diffusion semigroups
• Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
• Diffusion processes in a small time interval
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• On the small time asymptotics of diffusion processes on path groups
• On the ornstein—uhlenbeck process
• On the small time asymptotics of diffusion processes on Hilbert spaces.
• On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts

Cited In (43)

• Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index \(H>\tfrac{1}{2}\)
• Reflected SPDEs driven by fractional noises
• SPDEs with two reflecting walls and two singular drifts
• The small time asymptotics of SPDEs with reflection
• Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises
• Existence and uniqueness of invariant measures for SPDEs with two reflecting walls
• Hypercontractivity for space-time white noise driven SPDEs with reflection
• Hölder continuity of solutions of SPDEs with reflection
• Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
• Harnack inequalities for functional SDEs with multiplicative noise and applications
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
• Systems of stochastic partial differential equations with reflection: existence and uniqueness
• Reflected backward stochastic partial differential equations with jumps in a convex domain
• The obstacle problem for quasilinear stochastic PDEs with degenerate operator
• Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
• White noise driven quasilinear SPDEs with reflection
• Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
• Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
• Bismut formula for a stochastic heat equation with fractional noise
• Large deviations for invariant measures of SPDEs with two reflecting walls
• Reflection of stochastic evolution equations in infinite dimensional domains
• A transportation inequality for reflected SPDEs on infinite spatial domain
• Exponential convergence for nonlinear SPDEs with double reflecting walls
• Systems of reflected stochastic PDEs in a convex domain: analytical approach
• A large deviation principle for reflected SPDEs on infinite spatial domain
• Harnack inequalities for stochastic heat equation with locally unbounded drift
• Stochastic Burgers type equations with two reflecting walls: existence, uniqueness and exponential ergodicity
• Harnack inequality and derivative formula for stochastic heat equation with fractional noise
• SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
• Reflected stochastic partial differential equations with jumps
• Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
• WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS
• The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition
• Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications
• Existence of invariant measures for reflected stochastic partial differential equations
• White noise driven SPDEs with oblique reflection: existence and uniqueness
• The obstacle problem for quasilinear stochastic integral-partial differential equations
• Stochastic Burgers type equations with reflection: existence, uniqueness
• DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
• Large deviation principles of obstacle problems for quasilinear stochastic PDEs
• Stochastic partial differential equation with reflection driven by fractional noises
• Harnack inequality for mean-field stochastic differential equations
• Derivative formula and Harnack inequality for SDEs driven by Lévy processes

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