Harnack Inequalities and Applications for Multivalued Stochastic Evolution Equations
Probability
2009-08-26 v1
Abstract
By the method of coupling and Girsanov transformation, Harnack inequalities [F.-Y. Wang, 1997] and strong Feller property are proved for the transition semigroup associated with the multivalued stochastic evolution equation on a Gelfand triple. The concentration property of the invariant measure for the semigroup is investigated. As applications of Harnack inequalities, explicit upper bounds of the -norm of the density, contractivity, compactness and entropy-cost inequality for the semigroup are also presented.
Cite
@article{arxiv.0908.3630,
title = {Harnack Inequalities and Applications for Multivalued Stochastic Evolution Equations},
author = {Shun-Xiang Ouyang},
journal= {arXiv preprint arXiv:0908.3630},
year = {2009}
}
Comments
18 pages