Related papers: Harnack Inequality and Applications for Stochastic…
This paper is concerned with nonlinear elliptic equations in nondivergence form where the operator has a first order drift term which is not Lipschitz continuous. Under this condition the equations are nonhomogeneous and nonnegative…
Dimension-independent Harnack inequalities are derived for a class of subordinate semigroups. In particular, for a diffusion satisfying the Bakry-Emery curvature condition, the subordinate semigroup with power $\alpha$ satisfies a…
We derive an asymptotic log-Harnack inequality for nonlinear monotone SPDE driven by possibly degenerate multiplicative noise. Our main tool is the asymptotic coupling by the change of measure. As an application, we show that, under certain…
We obtain Harnack estimates for a class of curvature flows in Riemannian manifolds of constant non-negative sectional curvature as well as in the Lorentzian Minkowski and de Sitter spaces. Furthermore, we prove a Harnack estimate with a…
By using the coupling argument, we establish the Harnack and log-Harnack inequalites for stochastic differential equations with non-Lipschitz drifts and driven by additive anisotropic subordinated Brownian motions (in particular,…
We establish an asymptotic log-Harnack inequality for stochastic differential equations on $\R^d$ whose coefficients depend on the path and distribution for the whole history, allowing the drift to contain a Dini continuous term. The result…
We consider stochastic differential equations on $\mathbb R^d$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition on the time-spatial singular drift, the well-posedness and…
We establish general quantitative conditions for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise in variational formulation resulting in the existence of a unique invariant probability measure…
In this paper, the Harnack inequality result are established for a new class of the homogeneous nonlinear degenerate parabolic equations \begin{align*} div A(t,x,u,\nabla_x u)-\partial_t \vert u\vert^{p-2}u=0 \end{align*} on a bounded…
In this paper, we develop a way of analyzing the random dynamics of stochastic evolution equations with a non-dense domain. Such problems cover several types of evolution equations. We are particularly interested in evolution equations with…
We mainly investigate the log-Harnack inequality for the reflected stochastic partial differential equation driven by multiplicative noises based on the gradient estimate of the associated Markov semigroup. To do it, the penalization method…
We prove a Harnack inequality for the solutions of a difference equation with non-elliptic balanced i.i.d. coefficients. Along the way we prove a (weak) quantitative homogenisation result, which we believe is of some interest too.
In this article, we study a class of semilinear stochastic partial differential equations driven by an additive space time white noise. We establish Harnack inequalities for the semigroup associated with the solution by using coupling…
We establish Harnack inequalities for viscosity solutions of a class of degenerate fully nonlinear anisotropic elliptic equations exhibiting non-standard growth conditions. A primary example of such operators is the degenerate anisotropic…
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…
In this paper, by establishing the $L^p$-$L^q$ estimate and Sobolev estimates for parabolic partial differential equations with a singular first order term and a Lipschitz first order term, a new Zvonkin-type transformation is given for…
We prove the Harnack inequality for general nonlocal elliptic equations with zero order terms. As an application we prove the existence of the principal eigenvalue in general domains. Furthermore, we study the eigenvalue problem associated…
By constructing successful couplings, the derivative formula, gradient estimates and Harnack inequalities are established for the semigroup associated with a class of degenerate functional stochastic differential equations.
Applying Zvonkin's transform, the exponential convergence in Wasserstein distance for a class of functional SDEs with H\"older continuous drift is obtained. This combining with log-Harnack inequality implies the same convergence in the…
We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial…