{ "id": "0911.0290", "version": "v1", "published": "2009-11-02T11:44:51.000Z", "updated": "2009-11-02T11:44:51.000Z", "title": "Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences", "authors": [ "Micahel Röckner", "Feng-Yu Wang" ], "journal": "Infinite Dimensional Analysis Quantum Probability and Related Topics 2010", "categories": [ "math.PR", "math.AP" ], "abstract": "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).", "revisions": [ { "version": "v1", "updated": "2009-11-02T11:44:51.000Z" } ], "analyses": { "keywords": [ "stochastic differential equation", "hilbert spaces", "log-harnack inequality", "logarithmic type harnack inequality", "consequences" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2009arXiv0911.0290R" } } }