Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise

Wei Hong, Shihu Li and Wei Liu

Statistics & Probability Letters, 2020, vol. 164, issue C

Abstract: The asymptotic log-Harnack inequality is established for SPDE with degenerate multiplicative noise by the coupling method. As applications, the gradient estimate, asymptotic strong Feller property, irreducibility, heat kernel estimate and ergodicity are derived.

Keywords: Coupling method; Harnack inequality; Ergodicity; Gradient estimate; Degenerate noise (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2020.108810

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