Harnack inequality and strong Feller property for stochastic fast-diffusion equations

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Abstract

As a continuation to [F.-Y. Wang, Harnack inequality and applications for stochastic generalized porous media equations, Ann. Probab. 35 (2007) 1333–1350], where the Harnack inequality and the strong Feller property are studied for a class of stochastic generalized porous media equations, this paper presents analogous results for stochastic fast-diffusion equations. Since the fast-diffusion equation possesses weaker dissipativity than the porous medium one does, some technical difficulties appear in the study. As a compensation to the weaker dissipativity condition, a Sobolev–Nash inequality is assumed for the underlying self-adjoint operator in applications. Some concrete examples are constructed to illustrate the main results.

Keywords

Harnack inequality
Strong Feller property
Stochastic fast-diffusion equation

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Supported in part by NNSFC (10721091), RFDP (20040027009), the 973-Project in China and DFG–Internationales Graduiertenkolleg “Stochastics and Real World Models.”