IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v124y2014i1p220-234.html
   My bibliography  Save this article

Harnack inequality on configuration spaces: The coupling approach and a unified treatment

Author

Listed:
  • Deng, Chang-Song

Abstract

In this paper, we establish the dimension-free Harnack inequality on configuration spaces by using the coupling argument. Furthermore, a unified treatment is also used to prove the equivalence between the Harnack inequality on configuration space and that on the corresponding base space under a very mild condition.

Suggested Citation

  • Deng, Chang-Song, 2014. "Harnack inequality on configuration spaces: The coupling approach and a unified treatment," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 220-234.
    • Handle: RePEc:eee:spapps:v:124:y:2014:i:1:p:220-234
    DOI: 10.1016/j.spa.2013.07.008
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414913002032
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spa.2013.07.008?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Arnaudon, Marc & Thalmaier, Anton & Wang, Feng-Yu, 2009. "Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3653-3670, October.
    2. Zhang, T. S., 2001. "On the small time large deviations of diffusion processes on configuration spaces," Stochastic Processes and their Applications, Elsevier, vol. 91(2), pages 239-254, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Xiliang Fan, 2019. "Derivative Formulas and Applications for Degenerate Stochastic Differential Equations with Fractional Noises," Journal of Theoretical Probability, Springer, vol. 32(3), pages 1360-1381, September.
    2. Li, Xiang-Dong, 2016. "Hamilton’s Harnack inequality and the W-entropy formula on complete Riemannian manifolds," Stochastic Processes and their Applications, Elsevier, vol. 126(4), pages 1264-1283.
    3. Wang, Feng-Yu & Yuan, Chenggui, 2011. "Harnack inequalities for functional SDEs with multiplicative noise and applications," Stochastic Processes and their Applications, Elsevier, vol. 121(11), pages 2692-2710, November.
    4. Bao, Jianhai & Wang, Feng-Yu & Yuan, Chenggui, 2019. "Asymptotic Log-Harnack inequality and applications for stochastic systems of infinite memory," Stochastic Processes and their Applications, Elsevier, vol. 129(11), pages 4576-4596.
    5. Wang, Feng-Yu, 2018. "Distribution dependent SDEs for Landau type equations," Stochastic Processes and their Applications, Elsevier, vol. 128(2), pages 595-621.
    6. Wang, Feng-Yu, 2022. "Wasserstein convergence rate for empirical measures on noncompact manifolds," Stochastic Processes and their Applications, Elsevier, vol. 144(C), pages 271-287.
    7. Wang, Ya & Wu, Fuke & Yin, George & Zhu, Chao, 2022. "Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality," Stochastic Processes and their Applications, Elsevier, vol. 149(C), pages 1-38.
    8. Wang, Feng-Yu & Zhang, Tusheng, 2014. "Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise," Stochastic Processes and their Applications, Elsevier, vol. 124(3), pages 1261-1274.
    9. Zong, Gaofeng & Chen, Zengjing, 2013. "Harnack inequality for mean-field stochastic differential equations," Statistics & Probability Letters, Elsevier, vol. 83(5), pages 1424-1432.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:124:y:2014:i:1:p:220-234. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.