• Title of article

    Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise

  • Author/Authors

    Wang، نويسنده , , Fengyu and Zhang، نويسنده , , Tusheng، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2014
  • Pages
    14
  • From page
    1261
  • To page
    1274
  • Abstract
    Due to technical reasons, existing results concerning Harnack type inequalities for SPDEs with multiplicative noise apply only to the case where the coefficient in the noise term is a Hilbert–Schmidt perturbation of a constant bounded operator. In this paper we obtained gradient estimates, log-Harnack inequality for mild solutions of general SPDEs with multiplicative noise whose coefficient is even allowed to be unbounded which cannot be Hilbert–Schmidt. Applications to stochastic reaction–diffusion equations driven by space–time white noise are presented.
  • Keywords
    Gradient estimate , Semi-linear SPDE , Log-Harnack inequality
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2014
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1579260