کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4592442 | 1335101 | 2009 | 26 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups](/preview/png/4592442.png)
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.
Journal: Journal of Functional Analysis - Volume 257, Issue 4, 15 August 2009, Pages 992-1017