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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…

Probability · Mathematics 2014-04-01 Feng-Yu Wang

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…

Probability · Mathematics 2020-07-22 Bin Xie

Using the tools of stochastic analysis, we prove various gradient estimates and Harnack inequalities for Feynman-Kac semigroups with possibly unbounded potentials. One of the main results is a derivative formula which can be used to…

Functional Analysis · Mathematics 2019-04-16 James Thompson

We establish the following fractional Hardy's inequality $$\int_{\mathbb{H}^n_+}\frac{|f(\xi)|^p}{x_1^{sp}|z|^\alpha}d\xi\leq C\int_{\mathbb{H}^n_+}\int_{\mathbb{H}^n_+}\frac{|f(\xi)-f(\xi')|^p}{d({\xi}^{-1}\circ…

Analysis of PDEs · Mathematics 2024-12-16 Rama Rawat , Haripada Roy

We give new inequalities for $A$-operator seminorm and $A$-numerical radius of semi-Hilbertian space operators and show that the inequalities obtained here generalize and improve on the existing ones. Considering a complex Hilbert space…

Functional Analysis · Mathematics 2024-08-14 Pintu Bhunia , Kallol Paul , Raj Kumar Nayak

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}…

Probability · Mathematics 2008-12-12 Mohammud Foondun

In this paper, we prove the unique existence and investigate the $L^{p}$-regularity of solutions to stochastic partial differential equations in Hilbert spaces associated with pseudo-differential operators, driven by Hilbert space-valued…

Analysis of PDEs · Mathematics 2025-04-29 Un Cig Ji , Jae Hun Kim

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.

Probability · Mathematics 2018-07-11 Noam Berger , Moran Cohen , Jean-Dominique Deuschel , Xiaoqin Guo

This paper provides sharp quantitative and constructive estimates of nonnegative solutions $u(t,x)\geq 0$ to the nonlinear fractional diffusion equation, $$\partial_t u +{\mathcal L} F(u)=0,$$ also known as filtration equation, posed in a…

Analysis of PDEs · Mathematics 2025-04-03 Matteo Bonforte , Carlos Fuertes-Moran

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…

Analysis of PDEs · Mathematics 2019-06-27 Vesa Julin

We study the well-posedness of nonautonomous nonlinear delay equations in $\mathbb{R}^{n}$ as evolutionary equations in a proper Hilbert space. We present a construction of solving operators (nonautonomous case) or nonlinear semigroups…

Dynamical Systems · Mathematics 2024-02-08 Mikhail Anikushin

A new class of fractional-order stochastic evolution equations of the form $(\partial_t + A)^\gamma X(t) = \dot{W}^Q(t)$, $t\in[0,T]$, $\gamma \in (0,\infty)$, is introduced, where $-A$ generates a $C_0$-semigroup on a separable Hilbert…

Probability · Mathematics 2026-01-06 Kristin Kirchner , Joshua Willems

In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator…

Probability · Mathematics 2018-06-18 Viorel Barbu , Michael Röckner

In this work, the mixed Schwarz inequality for semi-Hilbertian space operators is proved. Namely, for every positive Hilbert space operator $A$. If $f$ and $g$ are nonnegative continuous functions on $\left[0,\infty\right)$ satisfying…

Functional Analysis · Mathematics 2020-07-06 Mohammad W. Alomari

We prove a Miyadera-Voigt type perturbation theorem for strong Feller semigroups. Using this result, we prove well-posedness of the semilinear stochastic equation dX(t) = [AX(t) + F(X(t))]dt + GdW_H(t) on a separable Banach space E,…

Probability · Mathematics 2014-04-09 Markus C. Kunze

By constructing a coupling in two steps and using the Girsanov theorem under a regular conditional probability, the log-Harnack inequality is established for a large class of Gruschin type semigroups whose generator might be both degenerate…

Probability · Mathematics 2012-06-05 Feng-Yu Wang , Lihu Xu

Let $(P_t)$ be the transition semigroup of a L\'evy process $L$ taking values in a Hilbert space $H$. Let $\nu$ be the L\'evy measure of $L$. It is shown that for any bounded and measurable function $f$, $$ \int_H\left\vert…

Probability · Mathematics 2014-07-30 Zhao Dong , Szymon Peszat , Lihu Xu

The Harnack inequality established in [13] for generalized Mehler semigroup is improved and generalized. As applications, the log-Harnack inequality, the strong Feller property, the hyper-bounded property, and some heat kernel inequalities…

Probability · Mathematics 2009-08-21 Shun-Xiang Ouyang , Michael Röckner , Feng-Yu Wang

Let $\mathcal{L}$ be the sub-Laplacian on H-type groups and $\phi: \mathbb{R}^+ \to \mathbb{R}$ be a smooth function. The primary objective of the paper is to study the decay estimate for a class of dispersive semigroup given by…

Analysis of PDEs · Mathematics 2024-07-10 Manli Song , Jinggang Tan

We construct normed spaces of real-valued functions with controlled growth on possibly infinite-dimensional state spaces such that semigroups of positive, bounded operators $(P_t)_{t\ge 0}$ thereon with $\lim_{t\to 0+}P_t f(x)=f(x)$ are in…

Probability · Mathematics 2010-11-12 Philipp Doersek , Josef Teichmann