Harnack and functional inequalities for generalized Mehler semigroups

By Michael Röckner, Feng-Yu Wang. 2003

113 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e06906ab652b4c55fb7b5aea4e419f4fbf5bb4f9

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In Applied Mathematics

In Finance

Citations in the corpus

Distribution dependent SDEs with singular coefficients (2018, unknown): “2 Harnack inequality In this subsection, we investigate the dimension-free log-Harnack inequality introduced in [19] for (1.”
Harnack inequality and applications for stochastic evolution equations with monotone drifts (2008, background): “The advantage of this approach is that one can avoid the assumption that the curvature is lower bounded, which was used in previous works (cf.[1, 2, 5, 29, 30]) in an essential way and would be very hard to verify in the present framework of non-linear SPDE.”
Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups (2008, background): “The main aim is to prove a Harnack inequality for its transition semigroup in the sense of [18] (see also [1, 16, 19] for further development) and exploit its consequences.”
Structural properties of semilinear SPDEs driven by cylindrical stable processes (2008, unknown): “dX t = AXt dt + dZ t , t ≥ 0, X0 = x ∈ H (1.4) (see also [4,3,7,11,18, 23 ]).”
Harnack inequality and strong Feller property for stochastic fast-diffusion equations☆ (2007, unknown): “The advantage of this approach is that it avoids the assumption on curvature lower bounds used in previous articles (see [2, 3, 7, 15, 16]), which is very hard to verify in the framework of non-linear SPDEs.”
Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences (2009, methodology): “ inequalities for the associated Dirichlet form, the hyper-/super-/ultracontractivity properties of the semigroup, strong Feller property as well as estimates on the heat kernel of the semigroup (cf. [8, 13, 15, 6] and references therein). To establish this inequality for diﬀusions with curvature un”