English

Logarithmic Harnack inequalities for transition semigroups in Hilbert spaces

Probability 2024-04-02 v1 Analysis of PDEs

Abstract

We consider the stochastic differential equation {dX(t)=[AX(t)+F(X(t))]dt+C1/2dW(t),t>0;X(0)=xX; \left\{ \begin{array}{lc} dX(t)=[AX(t)+F(X(t))]dt+C^{1/2}dW(t), & t>0;\\ X(0)=x \in \mathcal{X}; \end{array}\right. where X\mathcal{X} is a Hilbert space, {W(t)}t0\{W(t)\}_{t\geq 0} is a X\mathcal{X}-valued cylindrical Wiener process, A,CA, C are suitable operators on X\mathcal{X} and F:Dom(F)XXF:{\rm Dom}\,(F)\subseteq \mathcal{X}\to \mathcal{X} is a smooth enough function. We establish a logarithmic Harnack inequality for the transition semigroup {P(t)}t0\{P(t)\}_{t\geq 0} 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}
}
R2 v1 2026-06-24T07:52:29.983Z