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In a separable Hilbert space, we study supercontractivity and ultracontractivity properties for a transition semigroups associated with a stochastic partial differential equations. This is done in terms of exponential integrability of…

Probability · Mathematics 2024-05-30 Luciana Angiuli , Davide A. Bignamini , Simone Ferrari

By using a coupling method, an explicit log-Harnack inequality with local geometry quantities is established for (sub-Markovian) diffusion semigroups on a Riemannian manifold (possibly with boundary). This inequality as well as the…

Differential Geometry · Mathematics 2012-09-28 Marc Arnaudon , Anton Thalmaier , Feng-Yu Wang

We prove the scale invariant Harnack inequality and regularity properties for harmonic functions with respect to an isotropic unimodal L\'{e}vy process with the characteristic exponent $\psi$ satisfying some scaling condition. We show sharp…

Probability · Mathematics 2015-01-21 Tomasz Grzywny

We investigate the hypercontractivity property of generalized Mehler semigroups on the $L^p$-scale with respect to invariant measures. This property is first obtained in the purely theoretical setting of skew operators and, subsequently,…

Analysis of PDEs · Mathematics 2026-03-27 Luciana Angiuli , Simone Ferrari

We formulate a new information-theoretic principle--the shifted composition rule--which bounds the divergence (e.g., Kullback-Leibler or R\'enyi) between the laws of two stochastic processes via the introduction of auxiliary shifts. In this…

Probability · Mathematics 2023-11-27 Jason M. Altschuler , Sinho Chewi

This article deals with kinetic Fokker-Planck equations with essentially bounded coefficients. A weak Harnack inequality for non-negative super-solutions is derived by considering their Log-transform and following S. N. Kruzhkov (1963).…

Analysis of PDEs · Mathematics 2021-02-09 Jessica Guerand , Cyril Imbert

We develop a novel stability theory for Sinkhorn semigroups based on Lyapunov techniques and quantitative contraction coefficients, and establish exponential convergence of Sinkhorn iterations on weighted Banach spaces. This…

Probability · Mathematics 2026-01-28 O. Deniz Akyildiz , Pierre del Moral , Joaquin Miguez

We prove Hardy inequalities for the conformally invariant fractional powers of the sublaplacian on the Heisenberg group $\mathbb{H}^n$. We prove two versions of such inequalities depending on whether the weights involved are non-homogeneous…

Classical Analysis and ODEs · Mathematics 2016-07-15 L. Roncal , S. Thangavelu

In a setting, where only "exit measures" are given, as they are associated with an arbitrary right continuous strong Markov process on a separable metric space, we provide simple criteria for the validity of Harnack inequalities for…

Analysis of PDEs · Mathematics 2016-07-14 Wolfhard Hansen , Ivan Netuka

In this paper we give both an historical and technical overview of the theory of Harnack inequalities for nonlinear parabolic equations in divergence form. We start reviewing the elliptic case with some of its variants and geometrical…

Analysis of PDEs · Mathematics 2019-01-31 F. G. Düzgün , S. Mosconi , V. Vespri

We consider subelliptic equations in non divergence form of the type $Lu = \sum a_{ij} X_jX_iu=0$, where $X_j$ are the Grushin vector fields, and the matrix coefficient is uniformly elliptic. We obtain a scale invariant Harnack's inequality…

Analysis of PDEs · Mathematics 2014-07-02 Annamaria Montanari

We prove interior Harnack's inequalities for solutions of fractional nonlocal equations. Our examples include fractional powers of divergence form elliptic operators with potentials, operators arising in classical orthogonal expansions and…

Analysis of PDEs · Mathematics 2012-06-20 P. R. Stinga , Chao Zhang

Following Talagrand's concentration results for permutations picked uniformly at random from a symmetric group [Tal95], Luczak and McDiarmid have generalized it to more general groups G of permutations which act suitably 'locally'. Here we…

Probability · Mathematics 2017-06-28 Paul-Marie Samson

In this paper, we consider a weakly coupled system of nonlocal operators which contain both diffusion part with uniformly elliptic diffusion matrices and bounded drift vectors and the jump part with relatively general jump kernels. We use…

Probability · Mathematics 2024-10-29 Zhen-Qing Chen , Xiangqian Meng

We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality \cite{MR1481127}. The strong Feller property for the corresponding segment…

Probability · Mathematics 2009-10-26 A. Es-Sarhir , M-K. von Renesse , M. Scheutzow

The goal of this note is to show that some convolution type inequalities from Harmonic Analysis and Information Theory, such as Young's convolution inequality (with sharp constant), Nelson's hypercontractivity of the Hermite semi-group or…

Functional Analysis · Mathematics 2009-07-17 Dario Cordero-Erausquin , Michel Ledoux

This paper presents analogous results for stochastic fast-diffusion equations. Since the fast-diffusion equation possesses weaker dissipativity than the porous medium one does, some technical difficulties appear in the study. As a…

Probability · Mathematics 2015-05-13 Wei Liu , Feng-Yu Wang

In this paper, we establish some Harnack type inequalities satisfied by positive solutions of nonlocal inhomogeneous equations arising in the description of various phenomena ranging from population dynamics to micro-magnetism. For regular…

Analysis of PDEs · Mathematics 2013-02-08 Jerome Coville

We define a homogeneous parabolic De Giorgi classes of order 2 which suits a mixed type class of evolution equations whose simplest example is $\mu (x) \frac{\partial u}{\partial t} - \Delta u = 0$ where $\mu$ can be positive, null and…

Analysis of PDEs · Mathematics 2015-09-01 Fabio Paronetto

We consider possibly degenerate parabolic operators in the form $$ \sum_{k=1}^{m}X_{k}^{2}+X_{0}-\partial_{t}, $$ that are naturally associated to a suitable family of stochastic differential equations, and satisfying the H\"ormander…

Analysis of PDEs · Mathematics 2017-02-06 Gennaro Cibelli , Sergio Polidoro