Harnack inequalities for SDEs with multiplicative noise and non-regular drift
文献类型：期刊论文
| 作者 | Li, Huaiqian1; Luo, Dejun2 ; Wang, Jian3,4
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| 刊名 | STOCHASTICS AND DYNAMICS
 |
| 出版日期 | 2015-09-01 |
| 卷号 | 15期号:3页码:18 |
| ISSN号 | 0219-4937 |
| 关键词 | Harnack inequality LPS condition Holder continuity Zvonkin transformation |
| DOI | 10.1142/S021949371550015X |
| 英文摘要 | 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. |
| 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 |
| 语种 | 英语 |
| 出版者 | WORLD SCIENTIFIC PUBL CO PTE LTD |
| WOS记录号 | WOS:000355016700002 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/19792]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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