A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations
Probability
2016-09-06 v1
Abstract
Under general conditions we show an a priori probabilistic Harnack inequality for the non-negative solution of a stochastic partial differential equation of the following form d_tu = div (A\nabla u) + f (t, x, u;w) + g_i(t, x, u;w)\dot{w}^i_t. We will also show that the solution of the above equation will be almost surely strictly positive if the initial condition is non-negative and not identically vanishing.
Keywords
Cite
@article{arxiv.1609.00769,
title = {A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations},
author = {Zhenan Wang},
journal= {arXiv preprint arXiv:1609.00769},
year = {2016}
}
Comments
27 pages and 7 figures