Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups
Probability
2018-06-18 v2 Functional Analysis
Spectral Theory
Abstract
We consider stochastic equations in Hilbert spaces with singular drift in the framework of [Da Prato, R\"ockner, PTRF 2002]. We prove a Harnack inequality (in the sense of [Wang, PTRF 1997]) for its transition semigroup and exploit its consequences. In particular, we prove regularizing and ultraboundedness properties of the transition semigroup as well as that the corresponding Kolmogorov operator has at most one infinitesimally invariant measure (satisfying some mild integrability conditions). Finally, we prove existence of such a measure for non-continuous drifts.
Keywords
Cite
@article{arxiv.0811.2061,
title = {Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups},
author = {Giuseppe Da Prato and Michael Röckner and Feng-Yu Wang},
journal= {arXiv preprint arXiv:0811.2061},
year = {2018}
}