کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10527390 958843 2014 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
چکیده انگلیسی
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.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 124, Issue 3, March 2014, Pages 1261-1274
نویسندگان
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