Harnack Inequalities and Applications for Multivalued Stochastic Evolution Equations

Shun-Xiang Ouyang

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arXiv · 0908.3630

Harnack Inequalities and Applications for Multivalued Stochastic Evolution Equations

Shun-Xiang Ouyang

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Abstract

By the method of coupling and Girsanov transformation, Harnack inequalities [F.-Y. Wang, 1997] and strong Feller property are proved for the transition semigroup associated with the multivalued stochastic evolution equation on a Gelfand triple. The concentration property of the invariant measure for the semigroup is investigated. As applications of Harnack inequalities, explicit upper bounds of the $L^p$-norm of the density, contractivity, compactness and entropy-cost inequality for the semigroup are also presented.

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Shun-Xiang Ouyang. 2009-08-25. Harnack Inequalities and Applications for Multivalued Stochastic Evolution Equations. https://arxiv.org/abs/0908.3630

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