Harnack inequality and applications for stochastic generalized porous media equations
Probability
2009-09-29 v1
Abstract
By using coupling and Girsanov transformations, the dimension-free Harnack inequality and the strong Feller property are proved for transition semigroups of solutions to a class of stochastic generalized porous media equations. As applications, explicit upper bounds of the -norm of the density as well as hypercontractivity, ultracontractivity and compactness of the corresponding semigroup are derived.
Keywords
Cite
@article{arxiv.0708.1671,
title = {Harnack inequality and applications for stochastic generalized porous media equations},
author = {Feng-Yu Wang},
journal= {arXiv preprint arXiv:0708.1671},
year = {2009}
}
Comments
Published at http://dx.doi.org/10.1214/009117906000001204 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)