Related papers: Log-Harnack Inequality for Stochastic Differential…
By constructing a suitable coupling by change of measures, the asymptotic log- Harnack inequality is established for a class of degenerate SPDEs with reflection. This inequality implies the asymptotic heat kernel estimate, the uniqueness of…
This note is devoted to several inequalities deduced from a special form of the logarithmic Hardy-Littlewood-Sobolev, which is well adapted to the characterization of stationary solutions of a Keller-Segel system written in self-similar…
Based on coupling in two steps and the regularization approximations of the underlying subordinators, we establish log-Harnack inequalities for Markov semigroups generated by a class of non-local Gruschin type operators. Some concrete…
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…
We deal with a wide class of nonlinear integro-differential problems in the Heisenberg-Weyl group $\mathbb{H}^n$, whose prototype is the Dirichlet problem for the $p$-fractional subLaplace equation. These problems arise in many different…
We study the asymptotic properties of the stochastic Cahn-Hilliard equation with the logarithmic free energy by establishing different dimension-free Harnack inequalities according to various kinds of noises. The main characteristics of…
We study relations and characterizations of various elliptic Harnack inequalities for symmetric non-local Dirichlet forms on metric measure spaces. We allow the scaling function be state-dependent and the state space possibly disconnected.…
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…
A new coupling argument is introduced to establish Driver's integration by parts formula and shift Harnack inequality. Unlike known coupling methods where two marginal processes with different starting points are constructed to move…
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 define the fractional powers $L^s=(-a^{ij}(x)\partial_{ij})^s$, $0 < s < 1$, of nondivergence form elliptic operators $L=-a^{ij}(x)\partial_{ij}$ in bounded domains $\Omega\subset\mathbb{R}^n$, under minimal regularity assumptions on the…
By the approximation method introduced in \cite{FYW}, the existence and uniqueness are proved for a class of distribution-dependent stochastic functional differential equations (DDSFDEs). Moreover, combining the Harnack and shift-Harnack…
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.
We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…
In this paper, we investigate Harnack estimates for weak solutions to the following nonlocal equation: $$ \partial_t u = \Delta^{\alpha/2} u + b \cdot \nabla u + f, $$ where $\Delta^{\alpha/2}$ denotes the fractional Laplacian, $b$ is a…
This paper introduces a generalized fractional Halanay-type coupled inequality, which serves as a robust tool for characterizing the asymptotic stability of diverse time fractional functional differential equations, particularly those…
We prove invariant Harnack inequalities for certain classes of non-divergence form equations of Kolmogorov type. The operators we consider exhibit invariance properties with respect to a homogeneous Lie group structure. The coefficient…
We derive the Strong Harnack inequality for a class of hypoelliptic integro-differential equations in divergence form. The proof is based on a priori estimates, and as such extends the first non-stochastic approach of the non-local…
This paper is concerned with semilinear equations in divergence form \[ \diver(A(x)Du) = f(u) \] where $f :\R \to [0,\infty)$ is nondecreasing. We prove a sharp Harnack type inequality for nonnegative solutions which is closely connected to…
We establish Harnack inequalities for stochastic differential equations (SDEs) driven by a time-changed fractional Brownian motion with Hurst parameter $H\in(0,1/2)$. The Harnack inequality is dimension-free if the SDE has a drift which…