Harnack inequality and derivative formula for stochastic heat equation with fractional noise

被引：5

作者：

Yan, Litan ^{[1
]}

Yin, Xiuwei ^{[2
]}

机构：

[1] Donghua Univ, Coll Informat Sci & Technol, Coll Sci, 2999 North Renmin Rd, Shanghai 201620, Peoples R China

[2] Donghua Univ, Coll Informat Sci & Technol, 2999 North Renmin Rd, Shanghai 201620, Peoples R China

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2018年 / 23卷

关键词：

Harnack type inequality; derivative formula; stochastic heat equation; fractional noise; strong Feller property; DRIVEN; SDES;

D O I：

10.1214/18-ECP138

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this note, we establish the Harnack inequality and derivative formula for stochastic heat equation driven by fractional noise with Hurst index H is an element of (1/4, 1/2). As an application, we introduce a strong Feller property.

引用

页数：11

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