Harnack Inequality for SDE with Multiplicative Noise and Extension to Neumann Semigroup on Non-Convex Manifolds

Details Harnack Inequality for SDE with Multiplicative Noise and Extension to Neumann Semigroup on Non-Convex Manifolds Harnack Inequality for SDE with Multiplicative Noise and Extension to Neumann Semigroup on Non-Convex Manifolds

2009-11-09

arxiv.org/abs/0911.1644v3

Mathematics

Probability

19 pages

Scientific paper

10.1214/10-AOP600

By constructing a coupling with unbounded time-dependent drift, dimension-free Harnack inequalities are established for a large class of stochastic differential equations with multiplicative noise. These inequalities are applied to the study of heat kernel upper bound and contractivity properties of the semigroup. The main results are also extended to reflecting diffusion processes on Riemannian manifolds with non-convex boundary.

Affiliated with

Also associated with

No associations

Rating

Harnack Inequality for SDE with Multiplicative Noise and Extension to Neumann Semigroup on Non-Convex Manifolds does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Harnack Inequality for SDE with Multiplicative Noise and Extension to Neumann Semigroup on Non-Convex Manifolds, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Harnack Inequality for SDE with Multiplicative Noise and Extension to Neumann Semigroup on Non-Convex Manifolds will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-659981