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arXiv 1609.00769math.PR
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随机偏微分方程的概率Harnack不等式与严格正性

A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations

Zhenan Wang

摘要:

在一般条件下,证明了一类随机偏微分方程d_tu = div(A \nabla u)+ f(t,x,u;w)+ g_i(t,x,u;w)\dot{w}^i_t非负解的先验概率Harnack不等式.我们还将证明,上述方程的解将几乎必然严格正,如果初始条件是非负的,而不是同零。

英文摘要:

Under general conditions we show an a priori probabilistic Harnack inequality for the non-negative solution of a stochastic partial differential equation of the following form d_tu = div (A\nabla u) + f (t, x, u;w) + g_i(t, x, u;w)\dot{w}^i_t. We will also show that the solution of the above equation will be almost surely strictly positive if the initial condition is non-negative and not identically vanishing.

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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