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Harnack inequalities for stochastic heat equation with locally unbounded drift
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2020-08-01 , DOI: 10.1016/j.spl.2020.108790
Xiuwei Yin , Guangjun Shen , Jinhong Zhang

Abstract In this paper, using the coupling by change of measure and Krylov’s estimate, we establish the dimension-free Harnack inequalities for stochastic heat equation with Neumann boundary condition. Compared with the existing results, we only need to assume that the nonlinearity b satisfies a suitable integrability condition. As an application, we also give the distribution properties of the solution of the equation.

中文翻译:

具有局部无界漂移的随机热方程的 Harnack 不等式

摘要 本文利用测度变化耦合和Krylov估计,建立了具有Neumann边界条件的随机热方程的无量纲Harnack不等式。与已有结果相比,我们只需要假设非线性 b 满足一个合适的可积条件。作为应用,我们还给出了方程解的分布特性。
更新日期:2020-08-01
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