Shift Harnack inequality and integration by parts formula for stochastic functional PDEs

来源 :2016随机微分方程和随机过程研讨会(Workshop on SDEs and Stochastic Processes | 被引量 : 0次 | 上传用户:hongtu200909
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  We establish the integration by parts formula and shift Harnack inequality for the solution of stochastic functional PDEs.The integration by parts formula is extended to the path space of solutions of stochastic functional PDEs,and the log-Sobolev inequality is established.
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