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2018 Harnack inequality and derivative formula for stochastic heat equation with fractional noise
Litan Yan, Xiuwei Yin
Electron. Commun. Probab. 23: 1-11 (2018). DOI: 10.1214/18-ECP138

Abstract

In this note, we establish the Harnack inequality and derivative formula for stochastic heat equation driven by fractional noise with Hurst index $H\in (\frac 14,\frac 12)$. As an application, we introduce a strong Feller property.

Citation

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Litan Yan. Xiuwei Yin. "Harnack inequality and derivative formula for stochastic heat equation with fractional noise." Electron. Commun. Probab. 23 1 - 11, 2018. https://doi.org/10.1214/18-ECP138

Information

Received: 17 October 2017; Accepted: 21 May 2018; Published: 2018
First available in Project Euclid: 7 June 2018

zbMATH: 1394.60073
MathSciNet: MR3812067
Digital Object Identifier: 10.1214/18-ECP138

Subjects:
Primary: 60G22 , 60H15

Keywords: derivative formula , Fractional noise , Harnack type inequality , Stochastic heat equation , Strong Feller property

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