Harnack inequality for semilinear SPDE with multiplicative noise
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.
Year of publication: |
2013
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Authors: | Zhang, Shao-Qin |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 4, p. 1184-1192
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Publisher: |
Elsevier |
Subject: | Harnack inequality | Log-Harnack inequality | Multiplicative noise | Stochastic partial differential equation |
Saved in:
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