Harnack Inequalities and Applications for Multivalued Stochastic Evolution Equations
Harnack Inequalities and Applications for Multivalued Stochastic Evolution Equations
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DOI：
10.1142/s0219025711004353
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发表时间：
2009-08
期刊：
影响因子：
--
通讯作者：
Shunxiang Ouyang
中科院分区：
文献类型：
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作者：
Shunxiang Ouyang
利用耦合方法和Girsanov变换，证明了Harnack不等式[F.- Y. Wang，1997]和强Feller性质，证明了Gelfand三元集上多值随机发展方程的转移半群的性质.研究了半群的不变测度的集中性。作为Harnack不等式的应用，还给出了该半群的密度、压缩性、紧性和熵-代价不等式的$L^p$-模的显式上界。
By the method of coupling and Girsanov transformation, Harnack inequalities [F.-Y. Wang, 1997] and strong Feller property are proved for the transition semigroup associated with the multivalued stochastic evolution equation on a Gelfand triple. The concentration property of the invariant measure for the semigroup is investigated. As applications of Harnack inequalities, explicit upper bounds of the $L^p$-norm of the density, contractivity, compactness and entropy-cost inequality for the semigroup are also presented.