Shift Harnack inequality and integration by parts formula for semilinear stochastic partial differential equations

被引:2
|
作者
Zhang, Shaoqin [1 ]
机构
[1] Cent Univ Finance & Econ, Sch Math & Stat, Beijing 100081, Peoples R China
关键词
Shift Harnack inequality; integration by parts formula; stochastic partial differential equation (SPDE); stochastic functional partial differential equation (SFPDE); path space; log-Sobolev inequality; HEAT KERNEL MEASURES; QUASI-INVARIANCE; SEMIGROUP;
D O I
10.1007/s11464-016-0526-y
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Shift Harnack inequality and integration by parts formula are established for semilinear stochastic partial differential equations and stochastic functional partial differential equations by modifying the coupling used by F.-Y. Wang [Ann. Probab., 2012, 42(3): 994-1019]. Log-Harnack inequality is established for a class of stochastic evolution equations with non-Lipschitz coefficients which includes hyperdissipative Navier-Stokes/Burgers equations as examples. The integration by parts formula is extended to the path space of stochastic functional partial differential equations, then a Dirichlet form is defined and the log-Sobolev inequality is established.
引用
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页码:461 / 496
页数:36
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