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Harnack inequality for semilinear SPDE with multiplicative noise

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  • Zhang, Shao-Qin

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.

Suggested Citation

  • Zhang, Shao-Qin, 2013. "Harnack inequality for semilinear SPDE with multiplicative noise," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1184-1192.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:4:p:1184-1192
    DOI: 10.1016/j.spl.2013.01.009
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    References listed on IDEAS

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    1. 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.
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    Cited by:

    1. Hong, Wei & Li, Shihu & Liu, Wei, 2020. "Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise," Statistics & Probability Letters, Elsevier, vol. 164(C).

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