Logarithmic Harnack inequalities for transition semigroups in Hilbert spaces
Probability
2024-04-02 v1 Analysis of PDEs
Abstract
We consider the stochastic differential equation where is a Hilbert space, is a -valued cylindrical Wiener process, are suitable operators on and is a smooth enough function. We establish a logarithmic Harnack inequality for the transition semigroup associated with the stochastic problem above, under less restrictive conditions than those considered in the literature. Some applications to these inequalities are also shown.
Keywords
Cite
@article{arxiv.2111.13250,
title = {Logarithmic Harnack inequalities for transition semigroups in Hilbert spaces},
author = {L. Angiuli and D. A. Bignamini and S. Ferrari},
journal= {arXiv preprint arXiv:2111.13250},
year = {2024}
}