Harnack inequalities for SDEs with multiplicative noise and non-regular drift

doi:10.1142/S021949371550015X

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	Harnack inequalities for SDEs with multiplicative noise and non-regular drift
	Li, Huaiqian 1; Luo, Dejun2 ; Wang, Jian 3,4
	2015-09-01
发表期刊	STOCHASTICS AND DYNAMICS
ISSN	0219-4937
卷号	15 期号:3 页码:18
摘要	The log-Harnack inequality and Harnack inequality with powers for semigroups associated to SDEs with non-degenerate diffusion coefficient and non-regular time-dependent drift coefficient are established, based on the recent papers [7, 21]. We consider two cases in this work: (1) the drift fulfills the LPS-type integrability, and (2) the drift is uniformly Holder continuous with respect to the spatial variable. Finally, by using explicit heat kernel estimates for the stable process with drift, the Harnack inequality for the stochastic differential equation driven by symmetric stable process is also proved.
关键词	Harnack inequality LPS condition Holder continuity Zvonkin transformation
DOI	10.1142/S021949371550015X
语种	英语
资助项目	NSFC[11401403] ; NSFC[11101407] ; NSFC[11201073] ; Key Laboratory of RCSDS, CAS[2008DP173182] ; AMSS[Y129161ZZ1] ; JSPS postdoctoral fellowship
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000355016700002
出版者	WORLD SCIENTIFIC PUBL CO PTE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/19793
专题	应用数学研究所
通讯作者	Li, Huaiqian
作者单位	1.Sichuan Univ, Sch Math, Chengdu 610064, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China 3.Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China 4.Kyoto Univ, Math Sci Res Inst, Kyoto 6068502, Japan
推荐引用方式 GB/T 7714	Li, Huaiqian,Luo, Dejun,Wang, Jian. Harnack inequalities for SDEs with multiplicative noise and non-regular drift[J]. STOCHASTICS AND DYNAMICS,2015,15(3):18.
APA	Li, Huaiqian,Luo, Dejun,&Wang, Jian.(2015).Harnack inequalities for SDEs with multiplicative noise and non-regular drift.STOCHASTICS AND DYNAMICS,15(3),18.
MLA	Li, Huaiqian,et al."Harnack inequalities for SDEs with multiplicative noise and non-regular drift".STOCHASTICS AND DYNAMICS 15.3(2015):18.