Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences

Details Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences

2009-11-02

arxiv.org/abs/0911.0290v1

Infinite Dimensional Analysis Quantum Probability and Related Topics 2010

Mathematics

Probability

Scientific paper

A logarithmic type Harnack inequality is established for the semigroup of
solutions to a stochastic differential equation in Hilbert spaces with
non-additive noise. As applications, the strong Feller property as well as the
entropy-cost inequality for the semigroup are derived with respect to the
corresponding distance (cost function).

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