Related papers: Logarithmic Harnack inequalities for transition se…

Let $\mathcal{X}$ be a separable Hilbert space with norm $\|\cdot\|$ and let $T>0$. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow \mathcal{X}$ be a (smooth enough) function…

A logarithmic type Harnack inequality is established for the semigroup of solutions to a stochastic differential equation in Hilbert spaces with non-additive noise. As applications, the strong Feller property as well as the entropy-cost…

Let $\mathcal{X}$ be a real separable Hilbert space. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow\mathcal{X}$ be a (smooth enough) function and let $\{W(t)\}_{t\geq 0}$ be…

Let $\mathcal{X}$ be a real separable Hilbert space. Let $C$ be a linear, bounded and positive operator on $\mathcal{X}$ and let $A$ be the infinitesimal generator of a strongly continuous semigroup on $\mathcal{X}$. Let $\{W(t)\}_{t\geq…

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…

We investigate the transition semigroup of the solution to a stochastic evolution equation $dX(t) = AX(t)dt +dW_H(t)$, $t\ge 0,$ where $A$ is the generator of a $C_0$-semigroup $S$ on a separable real Banach space $E$ and $W_H$ is…

One introduces a new variational concept of solution for the stochastic differential equation $dX+A(t)X\,dt+\lambda X\,dt=X\,dW,$ $t\in(0,T)$; $X(0)=x$ in a real Hilbert space where $A(t)=\partial\varphi(t)$, $t\in(0,T)$, is a maximal…

In this paper, the dimension-free Harnack inequality is proved for the associated transition semigroups to a large class of stochastic evolution equations with monotone drifts. As applications, the ergodicity, hyper-(or ultra-)contractivity…

By proving an $L^2$-gradient estimate for the corresponding Galerkin approximations, the log-Harnack inequality is established for the semigroup associated to a class of stochastic Burgers equations. As applications, we derive the strong…

The log-Harnack inequality and Harnack inequality with powers for semigroups associated to SDEs with non-degenerate diffusion coefficient and non-regular time-dependent drift coefficient are established, based on the recent papers…

By a new approximate method, dimensional free Harnack inequalities are established for a class of semilinear stochastic differential equations in Hilbert space with multiplicative noise. These inequalities are applied to study the strong…

By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As applications, the strong Feller property and heat kernel…

Due to technical reasons, existing results concerning Harnack type inequalities for SPDEs with multiplicative noise apply only to the case where the coefficient in the noise term is an Hilbert-Schmidt perturbation of a fixed bounded…

Let $U,H$ be two separable Hilbert spaces. The main goal of this paper is to study the weak uniqueness of the Stochastic Differential Equation evolving in $H$ \begin{align*} dX(t)=AX(t)dt+\mathcal{V}B(X(t))dt+GdW(t), \quad t>0, \quad X(0)=x…

We prove an invariant Harnack's inequality for operators in non-divergence form structured on Heisenberg vector fields when the coefficient matrix is uniformly positive definite, continuous, and symplectic. The method consists in…

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…

Shift Harnack and integration by part formula are establish for semilinear spde with delay and a class of stochastic semilinear evolution equation which cover the hyperdissipative Naiver-Stokes/Burges equation. For the case of stochastic…

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 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…

We prove that the solution of certain linear stochastic differential equations in Hilbert spaces, namely those with bounded operators as well as the conservative stochastic Schr\"odinger equations, can be obtained - along the lines of the…