Harnack inequalities for stochastic heat equation with locally unbounded drift

DOI10.1016/J.SPL.2020.108790zbMath1453.60126OpenAlexW3020275301MaRDI QIDQ2006732

Xiuwei Yin, Jinhong Zhang, Guang Jun Shen

Publication date: 12 October 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108790

zbMATH Keywords

Harnack inequalitystochastic heat equationshift Harnack inequality

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Harnack inequality and derivative formula for SDE driven by fractional Brownian motion
• Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients
• Harnack inequality and applications for stochastic evolution equations with monotone drifts
• Harnack inequalities for SDEs driven by subordinate Brownian motions
• Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
• White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
• On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
• Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
• Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes
• Harnack Inequalities for Stochastic Partial Differential Equations
• Harnack and shift Harnack inequalities for SDEs with integrable drifts

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