کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
11010162 1812551 2019 26 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
چکیده انگلیسی
In this paper, we establish Wang's Harnack inequalities for Gaussian space-time white noises driven the stochastic partial differential equation with double reflecting walls, which is of the infinite dimensional Skorokhod equation. We first establish both the Harnack inequality with power and the log-Harnack inequality for the special case of additive noises by the coupling approach. Then we investigate the log-Harnack inequality for the Markov semigroup associated with the reflected SPDE driven by multiplicative noises using the penalization method and the comparison principle for SPDEs. As their applications, we study the strong Feller property, uniqueness of invariant measures, the entropy-cost inequality, and some other important properties of the transition density.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 469, Issue 2, 15 January 2019, Pages 568-593
نویسندگان
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