Harnack inequality for semilinear SPDE with multiplicative noise

Shao-Qin Zhang

Statistics & Probability Letters, 2013, vol. 83, issue 4, 1184-1192

Abstract: The dimensional free Harnack inequality is established for a class of semilinear stochastic partial differential equations in the Hilbert space with multiplicative noise by perturbing the linear term of the equation by a suitable linear operator.

Keywords: Harnack inequality; Log-Harnack inequality; Multiplicative noise; Stochastic partial differential equation (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:4:p:1184-1192

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DOI: 10.1016/j.spl.2013.01.009

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