Bilateral Harnack Inequalities for Stochastic Differential Equation with Multiplicative Noise
نویسندگان
چکیده
By constructing a coupling with unbounded time-dependent drift, lower bound estimate of dimension-free Harnack inequality power is obtained for large class stochastic differential equation multiplicative noise. The key an application the inverse Hölder inequality. Combining this well-known upper bound, bilateral established. As dual inequality, shift-Harnack inequalities are also investigated additive Applications to study heat kernel provided illustrate inequalities.
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ژورنال
عنوان ژورنال: Journal of function spaces
سال: 2022
ISSN: ['2314-8896', '2314-8888']
DOI: https://doi.org/10.1155/2022/5464688