Harnack Inequality for Semilinear spdes with multiplicative noise

2012/08/11 by Shao‐Qin Zhang, Shao-Qin Zhang, Zhang, Shao-Qin
Economics, Econometrics and Finance · Mathematics · #Advanced Harmonic Analysis Research #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications #math.PR

paper · pdf · doi:10.48550/arxiv.1208.2343

openalex publication_date 2012/08/11 · arxiv created 2012/08/19 · arxiv updated 2012/08/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

By a new approximate method, dimensional free Harnack inequalities are established for a class of semilinear stochastic differential equations in Hilbert space with multiplicative noise. These inequalities are applied to study the strong Feller property for the semigroup and some properties of invariant measure.

Citations

• Time inhomogeneous Generalized Mehler Semigroups

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