English

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 LpL^p-norm of the density, contractivity, compactness and entropy-cost inequality for the semigroup are also presented.

Keywords

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

R2 v1 2026-06-21T13:38:46.692Z