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arXiv 0908.3630math.PR
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多值随机发展方程的Harnack不等式及其应用

Harnack Inequalities and Applications for Multivalued Stochastic Evolution Equations

Shun-Xiang Ouyang

摘要:

利用耦合方法和Girsanov变换,证明了Harnack不等式[F.- Y. Wang,1997]和强Feller性质,证明了Gelfand三元集上的多值随机发展方程的转移半群的性质.研究了半群的不变测度的集中性。作为Harnack不等式的应用,给出了半群的密度、压缩性、紧性和熵-代价不等式的$L^p$ -范数的显式上界.

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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