Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences
Röckner, Micahel · Wang, Feng-Yu
Original · EN
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).
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