Related papers: Harnack Inequalities for Stochastic (Functional) D…
This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic parabolic equations.…
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 viscosity solutions to degenerate and singular elliptic equations of $p$-Laplacian type on Riemannian manifolds. The Krylov-Safonov type Harnack inequality for the $p$-Laplacian operators with $1<p<\infty$ is established on the…
The existence of the unique strong solution for a class of stochastic differential equations with non-Lipschitz coefficients was established recently. In this paper, we shall investigate the dependence with respect to the initial values. We…
We prove the stronger version of Harnack's inequality for positive harmonic functions defined on the unit disc.
A monotonicity property of Harnack inequality is proved for positive invariant harmonic functions in the unit ball.
We consider the stochastic differential equation $$ \left\{ \begin{array}{lc} dX(t)=[AX(t)+F(X(t))]dt+C^{1/2}dW(t), & t>0;\\ X(0)=x \in \mathcal{X}; \end{array}\right. $$ where $\mathcal{X}$ is a Hilbert space, $\{W(t)\}_{t\geq 0}$ is a…
We prove a uniform boundary Harnack inequality for nonnegative harmonic functions of the fractional Laplacian on arbitrary open set $D$. This yields a unique representation of such functions as integrals against measures on $D^c\cup…
In this paper, the author establishes some Hadamard-type and Bullen-type inequalities for Lipschitzian functions via Riemann Liouville fractional integral. These results have some relationships with [K.-L. Tseng, S.-R. Hwang and K.-C. Hsu,…
We give a short and self-contained proof of the Boundary Harnack inequality for a class of domains satisfying some geometric conditions given in terms of a state function that behaves as the distance function to the boundary, is subharmonic…
In this paper, applying the De Giorgi method, we obtain nonlocal Harnack inequalities for weak solutions of nonlocal parabolic equations given by an integro-differential operator $\rL_K$ as follows; \begin{equation*}\begin{cases} \rL_K…
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…
Harnack inequalities are useful qualitative tools for understanding the properties of partial differential equations. Originally discovered as a property of harmonic functions, Harnack inequalities have since been studied for solutions of…
The weak Harnack inequality for $L^p$-viscosity supersolutions of fully nonlinear second-order uniformly parabolic partial differential equations with unbounded coefficients and inhomogeneous terms is proved. It is shown that H\"older…
We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…
In this paper we establish a scale invariant Harnack inequality for the fractional powers of parabolic operators $(\partial_t - \mathscr{L})^s$, $0<s<1$, where $\mathscr{L}$ is the infinitesimal generator of a class of symmetric semigroups.…
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…
The classical Rellich inequalities imply that the $L^2$-norms of the normal and tangential derivatives of a harmonic function are equivalent. In this note, we prove several refined inequalities, which make sense even if the domain is not…
We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…
We consider the operator $\sL$ defined on $C^2(\bR^d)$ functions by \sL f(x)&=&{1/2}\sum_{i,j=1}^d a_{ij}(x)\frac{\partial^2f(x)}{\partial x_i\partial x_j}+\sum_{i=1}^d b_i(x)\frac{\partial f(x)}{\partial x_i}…