Article ID Journal Published Year Pages File Type
4592442 Journal of Functional Analysis 2009 26 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory