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arxiv: 1210.6416 · v1 · pith:7TNZWKPHnew · submitted 2012-10-24 · 🧮 math.PR

Log-Harnack Inequality for Mild Solutions of SPDEs with Strongly Multiplicative Noise

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keywords noisemultiplicativespdesapplicationscoefficienthilbert-schmidtinequalitylog-harnack
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Due to technical reasons, existing results concerning Harnack type inequalities for SPDEs with multiplicative noise apply only to the case where the coefficient in the noise term is an Hilbert-Schmidt perturbation of a fixed bounded operator. In this paper we investigate a class of semi-linear SPDEs with strongly multiplicative noise whose coefficient is even allowed to be unbounded which is thus no way to be Hilbert-Schmidt. Gradient estimates, log-Harnack inequality and applications are derived. Applications to stochastic reaction-diffusion equations driven by space-time white noise are presented.

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