Abstract
By constructing a coupling with unbounded time-dependent drift, dimension-free Harnack inequalities are established for a large class of stochastic differential equations with multiplicative noise. These inequalities are applied to the study of heat kernel upper bound and contractivity properties of the semigroup. The main results are also extended to reflecting diffusion processes on Riemannian manifolds with nonconvex boundary.
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.