Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory

DOI10.1016/j.spa.2018.12.010zbMath1433.60032arXiv1710.01042OpenAlexW2964037862WikidataQ128753262 ScholiaQ128753262MaRDI QIDQ2010491

Feng-Yu Wang, Chenggui Yuan, Jianhai Bao

Publication date: 27 November 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.01042

zbMATH Keywords

asymptotic gradient estimateasymptotic heat kernelasymptotic irreducibilityasymptotic log-Harnack inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-differential operators (47G20) Feller processes (60G53)

Related Items (13)

Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality ⋮ Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises ⋮ Exponential mixing properties of the stochastic tamed 3D Navier-Stokes equation with degenerate noise ⋮ Sharp convex generalizations of stochastic Gronwall inequalities ⋮ Asymptotic log-Harnack inequality and ergodicity for 3D Leray-\(\alpha\) model with degenerate type noise ⋮ Dynamics of a stochastic Markovian switching predator-prey model with infinite memory and general Lévy jumps ⋮ Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise ⋮ Asymptotic log-Harnack inequality and applications for stochastic 2D hydrodynamical-type systems with degenerate noise ⋮ Well-posedness and exponential mixing for stochastic magneto-hydrodynamic equations with fractional dissipations ⋮ Limit theorems for additive functionals of stochastic functional differential equations with infinite delay ⋮ Asymptotic log-Harnack inequality for stochastic fractional MHD equations with degenerate noise ⋮ Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion ⋮ Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion

Cites Work

• Bismut formulae and applications for functional SPDEs
• Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients
• A modified log-Harnack inequality and asymptotically strong Feller property
• Hypercontractivity and applications for stochastic Hamiltonian systems
• Invariant measures for stochastic functional differential equations with superlinear drift term
• Harnack inequalities on manifolds with boundary and applications
• Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
• Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
• Harnack inequalities for functional SDEs with multiplicative noise and applications
• Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
• Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds
• Harnack inequality for functional SDEs with bounded memory
• Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
• Invariant measures for stochastic functional differential equations
• Harnack inequality and applications for stochastic generalized porous media equations
• Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
• Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
• Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
• Degenerate SDEs in Hilbert spaces with rough drifts
• Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient
• Existence and uniqueness of solutions of stochastic functional differential equations
• Ergodicity for Infinite Dimensional Systems
• DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
• Harnack Inequalities for Stochastic Partial Differential Equations

This page was built for publication: Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory