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Register a new userHarnack and log Harnack Inequalities for $G$-SDEs with Multiplicative Noise
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Fen-Fen Yang
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The Harnack and log Harnack inequalities for stochastic differential equation driven by $G$-Brownian motion with multiplicative noise are derived by means of coupling by change of mesure. All of the above results extend the existing ones in the linear expectation setting. Moreover, the gradient estimate generalize the nonlinear results appeared in [11].
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We establish Harnack inequality and shift Harnack inequality for stochastic differential equation driven by $G$-Brownian motion. As applications, the uniqueness of invariant linear expectations and estimates on the $sup$-kernel are investigated, where the $sup$-kernel is introduced in this paper for the first time.
This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with the diffusions and switching diffusions, the associated operators for switching jump diffusions are non-local, resulting in more difficulty in treating such systems. Our study is carried out by taking into consideration of the interplay of stochastic processes and the associated systems of integro-differential equations.
We give some a priori estimates of type sup*inf for Yamabe and prescribed scalar curvature type equations on Riemannian manifolds of dimension >2. The product sup*inf is caracteristic of those equations, like the usual Harnack inequalities for non negative harmonic functions. First, we have a lower bound for sup*inf for some classes of PDE on compact manifolds (like prescribed scalar cuvature). We also have an upper bound for the same product but on any Riemannian manifold not necessarily compact. An application of those result is an uniqueness solution for some PDE.
We investigate the regularizing effect of certain additive continuous perturbations on SDEs with multiplicative fractional Brownian motion (fBm). Traditionally, a Lipschitz requirement on the drift and diffusion coefficients is imposed to ensure existence and uniqueness of the SDE. We show that suitable perturbations restore existence, uniqueness and regularity of the flow for the resulting equation, even when both the drift and the diffusion coefficients are distributional, thus extending the program of regularization by noise to the case of multiplicative SDEs. Our method relies on a combination of the non-linear Young formalism developed by Catellier and Gubinelli, and stochastic averaging estimates recently obtained by Hairer and Li.
Following the recent work of Jiang and Lin (Linear Algebra Appl. 585 (2020) 45--49), we present more results (bounds) on Harnack type inequalities for matrices in terms of majorization (i.e., in partial products) of eigenvalues and singular values. We discuss and compare the bounds derived through different ways. Jiang and Lins results imply Tungs version of Harnacks inequality (Proc. Amer. Math. Soc. 15 (1964) 375--381); our results %with simpler proofs are stronger and more general than Jiang and Lins. We also show some majorization inequalities concerning Cayley transforms. Some open problems on spectral norm and eigenvalues are proposed.
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