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Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
Authors:Feng-Yu Wang  Tusheng Zhang
Affiliation:1. School of Mathematical Sciences, Beijing Normal University, Beijing 100875, China;2. School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, UK;3. Department of Mathematics, Swansea University, Singleton Park, SA2 8PP, UK
Abstract: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 a Hilbert–Schmidt perturbation of a constant bounded operator. In this paper we obtained gradient estimates, log-Harnack inequality for mild solutions of general SPDEs with multiplicative noise whose coefficient is even allowed to be unbounded which cannot be Hilbert–Schmidt. Applications to stochastic reaction–diffusion equations driven by space–time white noise are presented.
Keywords:Semi-linear SPDE   Gradient estimate   Log-Harnack inequality
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