Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences
Probability
2010-05-31 v1 Analysis of PDEs
Abstract
A logarithmic type Harnack inequality is established for the semigroup of solutions to a stochastic differential equation in Hilbert spaces with non-additive noise. As applications, the strong Feller property as well as the entropy-cost inequality for the semigroup are derived with respect to the corresponding distance (cost function).
Cite
@article{arxiv.0911.0290,
title = {Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences},
author = {Micahel Röckner and Feng-Yu Wang},
journal= {arXiv preprint arXiv:0911.0290},
year = {2010}
}