We consider the stochastic differential equation {dX(t)=[AX(t)+F(X(t))]dt+C1/2dW(t),t>0,X(0)=x∈X,where X is a separable Hilbert space, { W(t) } t≥ is a X-cylindrical Wiener process, A and C are suitable operators on X and F: Dom (F) ⊆ X→ X is a smooth enough function. We establish a Harnack inequality with power p∈ (1 , + ∞) for the transition semigroup { P(t) } t≥ associated with the stochastic problem above, under less restrictive conditions than those considered in the literature. Some applications to these inequalities are shown.

Harnack inequalities with power p∈(1,+∞) for transition semigroups in Hilbert spaces

Bignamini, D. A.;
2023-01-01

Abstract

We consider the stochastic differential equation {dX(t)=[AX(t)+F(X(t))]dt+C1/2dW(t),t>0,X(0)=x∈X,where X is a separable Hilbert space, { W(t) } t≥ is a X-cylindrical Wiener process, A and C are suitable operators on X and F: Dom (F) ⊆ X→ X is a smooth enough function. We establish a Harnack inequality with power p∈ (1 , + ∞) for the transition semigroup { P(t) } t≥ associated with the stochastic problem above, under less restrictive conditions than those considered in the literature. Some applications to these inequalities are shown.
2023
Harnack inequalities with power p; Hilbert spaces; Transition semigroups
Angiuli, L.; Bignamini, D. A.; Ferrari, S.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11383/2148872
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