A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations (Q1656536)
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scientific article
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| English | A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations |
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A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations (English)
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10 August 2018
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A priori probabilistic Harnack inequality for the non-negative solution of a semi-linear SPDE of the following form \[ \partial_t u=\mathrm{div}(\mathbb A\nabla u)+f(t, x, u; \omega)+g_i(t, x, u; \omega)\dot{w}^i_t \] is established under general conditions. Also, the almost surely strictly positive of the solutions for this model is shown when the initial condition is non-negative and not identically vanishing. The article will be very useful for researches in stochastic analysis for stochastic partial differential equations.
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stochastic partial differential equations
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Harnack inequality
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