Log-Harnack Inequality for Stochastic Differential Equations in Hilbert Spaces and its Consequences
arXiv:0911.0290
Abstract
A logarithmic type Harnack inequality is established for the semigroup of solutions to a stochastic differential equation in Hilbert spaces with non-additive noise. As applications, the strong Feller property as well as the entropy-cost inequality for the semigroup are derived with respect to the corresponding distance (cost function).