Details

Autor(en) / Beteiligte

• Xie, Bin

Titel

Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications

Ist Teil von

• Stochastic partial differential equations : analysis and computations, 2022-06, Vol.10 (2), p.419-445

Ort / Verlag

New York: Springer US

Erscheinungsjahr

2022

Link zum Volltext

Quelle

SpringerLink (Online service)

Beschreibungen/Notizen

• We mainly investigate the log-Harnack inequality for the reflected stochastic partial differential equation driven by multiplicative noises based on the gradient estimate of the associated Markov semigroup. To do it, the penalization method and the comparison principle for stochastic partial differential equations are adopted. As its applications, we also establish the entropy-cost inequality and study some important estimates of the transition density relative to its invariant measure.