Harnack inequalities for 1-d stochastic Klein-Gordon type equations

2013/10/31 by Shao‐Qin Zhang, Shao-Qin, Zhang
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Advanced Mathematical Physics Problems #Differential Equations and Boundary Problems

paper · pdf · doi:10.48550/arxiv.1310.8391

Abstract

By the coupling method, we establish the Harnack inequalities, derivative formula and Driver's integration by parts formula for the stochastic Klein-Gordon type equations in the interval. We provide a detailed discussion about the nonlinear term. Some applications are given.

Citations

• Integration by Parts Formula and Applications for SDEs with Lévy Noise

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