Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups

被引:49
作者
Da Prato, Giuseppe [3 ]
Roeckner, Michael [4 ,5 ]
Wang, Feng-Yu [1 ,2 ,6 ]
机构
[1] Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
[2] Beijing Normal Univ, Lab Math Com Sys, Beijing 100875, Peoples R China
[3] Scuola Normale Super Pisa, Pisa, Italy
[4] Univ Bielefeld, Fac Math, D-4800 Bielefeld, Germany
[5] Purdue Univ, Dept Math & Stat, W Lafayette, IN 47906 USA
[6] Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, Wales
基金
中国国家自然科学基金; 美国国家科学基金会;
关键词
Stochastic differential equations; Harnack inequality; Monotone coefficients; Yosida approximation; Kolmogorov operators; MANIFOLDS;
D O I
10.1016/j.jfa.2009.01.007
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We consider stochastic equations in Hilbert spaces with singular drift in the framework of [G. Da Prato, M. Rockner, Singular dissipative stochastic equations in Hilbert spaces, Probab. Theory Related Fields 124 (2) (2002) 261-303]. We prove a Harnack inequality (in the sense of [F.-Y. Wang, Logarithmic Sobolev inequalities on noncompact Riemannian manifolds, Probab. Theory Related Fields 109 (1997) 417-424]) for its transition semigroup and exploit its consequences. In particular, we prove regularizing and ultra-boundedness properties of the transition semigroup as well as that the corresponding Kolmogorov operator has at most one infinitesimally invariant measure 14 (satisfying some mild integrability conditions). Finally, we prove existence of such a measure mu for noncontinuous drifts. (C) 2009 Elsevier Inc. All rights reserved.
引用
收藏
页码:992 / 1017
页数:26
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