Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527390 | Stochastic Processes and their Applications | 2014 | 14 Pages |
Abstract
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.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Feng-Yu Wang, Tusheng Zhang,