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arXiv · 1404.2990

Gradient Estimates and Applications for SDEs in Hilbert Space with Multiplicative Noise and Dini Continuous Drift

Feng-Yu Wang
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Abstract

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution. Under a reasonable condition ensuring the non-explosion of the solution, the strong Feller property of the associated Markov semigroup is proved. Gradient estimates and log-Harnack inequalities are derived for the associated semigroup under certain global conditions, which are new even in finite-dimensions.

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Feng-Yu Wang. 2015-01-11. Gradient Estimates and Applications for SDEs in Hilbert Space with Multiplicative Noise and Dini Continuous Drift. https://arxiv.org/abs/1404.2990

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