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
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