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arXiv:0911.0290 [math.PR]AbstractReferencesReviewsResources

Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences

Micahel Röckner, Feng-Yu Wang

Published 2009-11-02Version 1

A logarithmic type Harnack inequality is established for the semigroup of solutions to a stochastic differential equation in Hilbert spaces with non-additive noise. As applications, the strong Feller property as well as the entropy-cost inequality for the semigroup are derived with respect to the corresponding distance (cost function).

Journal: Infinite Dimensional Analysis Quantum Probability and Related Topics 2010
Categories: math.PR, math.AP
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