{ "id": "1609.00769", "version": "v1", "published": "2016-09-02T23:56:09.000Z", "updated": "2016-09-02T23:56:09.000Z", "title": "A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations", "authors": [ "Zhenan Wang" ], "comment": "27 pages and 7 figures", "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2016-09-02T23:56:09.000Z" } ], "analyses": { "keywords": [ "stochastic partial differential equation", "strict positivity", "priori probabilistic harnack inequality", "initial condition" ], "note": { "typesetting": "TeX", "pages": 27, "language": "en", "license": "arXiv", "status": "editable" } } }