全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...
Mathematics  2009 

Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences

Full-Text   Cite this paper   Add to My Lib

Abstract:

A logarithmic type Harnack inequality is established for the semigroup of solutions to a stochastic differential equation in Hilbert spaces with non-additive noise. As applications, the strong Feller property as well as the entropy-cost inequality for the semigroup are derived with respect to the corresponding distance (cost function).

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133