A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations
成果类型:
Article
署名作者:
Wang, Zhenan
署名单位:
University of Washington; University of Washington Seattle
刊物名称:
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN:
0178-8051
DOI:
10.1007/s00440-017-0789-6
发表日期:
2018
页码:
653-684
关键词:
摘要:
Under general conditions we show an a priori probabilistic Harnack inequality for the non-negative solution of a stochastic partial differential equation of the following form We also show that the solutions of the above equation are almost surely strictly positive if the initial condition is non-negative and not identically vanishing.
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