کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4592442 1335101 2009 26 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups
چکیده انگلیسی

We consider stochastic equations in Hilbert spaces with singular drift in the framework of [G. Da Prato, M. Röckner, Singular dissipative stochastic equations in Hilbert spaces, Probab. Theory Related Fields 124 (2) (2002) 261–303]. We prove a Harnack inequality (in the sense of [F.-Y. Wang, Logarithmic Sobolev inequalities on noncompact Riemannian manifolds, Probab. Theory Related Fields 109 (1997) 417–424]) for its transition semigroup and exploit its consequences. In particular, we prove regularizing and ultraboundedness properties of the transition semigroup as well as that the corresponding Kolmogorov operator has at most one infinitesimally invariant measure μ (satisfying some mild integrability conditions). Finally, we prove existence of such a measure μ for noncontinuous drifts.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 257, Issue 4, 15 August 2009, Pages 992-1017