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
Link To Document :
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