Harnack inequality and applications for stochastic generalized porous media equations

Abstract

By using coupling and Girsanov transformations, the dimension-free Harnack inequality and the strong Feller property are proved for transition semigroups of solutions to a class of stochastic generalized porous media equations. As applications, explicit upper bounds of the $L^p$-norm of the density as well as hypercontractivity, ultracontractivity and compactness of the corresponding semigroup are derived.

Published at http://dx.doi.org/10.1214/009117906000001204 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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