Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications
Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications
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DOI：
10.1007/s40072-021-00203-z
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发表时间：
2018-05
期刊：
影响因子：
--
通讯作者：
B. Xie
中科院分区：
文献类型：
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作者：
B. Xie
主要研究了乘性噪声驱动的反射型随机偏微分方程的log-Harnack不等式，并基于相应的马氏半群的梯度估计.为此，采用随机偏微分方程的惩罚方法和比较原理。作为其应用，我们还建立了熵-代价不等式，并研究了转移密度相对于其不变测度的一些重要估计。
We mainly investigate the log-Harnack inequality for the reflected stochastic partial differential equation driven by multiplicative noises based on the gradient estimate of the associated Markov semigroup. To do it, the penalization method and the comparison principle for stochastic partial differential equations are adopted. As its applications, we also establish the entropy-cost inequality and study some important estimates of the transition density relative to its invariant measure.