Shift Harnack inequality and integration by parts formula for semilinear stochastic partial differential equations

Abstract

Shift Harnack inequality and integration by parts formula are established for semilinear stochastic partial differential equations and stochastic functional partial differential equations by modifying the coupling used by F. -Y. Wang [Ann. Probab., 2012, 42(3): 994–1019]. Log-Harnack inequality is established for a class of stochastic evolution equations with non-Lipschitz coefficients which includes hyperdissipative Navier-Stokes/Burgers equations as examples. The integration by parts formula is extended to the path space of stochastic functional partial differential equations, then a Dirichlet form is defined and the log-Sobolev inequality is established.

Key words： Shift Harnack inequality; integration by parts formula; stochastic partial differential equation (SPDE); stochastic functional partial differential equation (SFPDE); path space; log-Sobolev inequality

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