Harnack inequalities for $1$-$d$ stochastic Klein-Gordon type equations
Zhang Shao-Qin

TL;DR
This paper establishes Harnack inequalities, derivative formulas, and integration by parts for one-dimensional stochastic Klein-Gordon equations using coupling methods, with detailed analysis of nonlinear terms and applications.
Contribution
It introduces new Harnack inequalities and derivative formulas for stochastic Klein-Gordon equations, expanding the analytical tools for such stochastic PDEs.
Findings
Harnack inequalities derived for stochastic Klein-Gordon equations
Derivative formulas and integration by parts established
Applications demonstrated in related stochastic analysis problems
Abstract
By the coupling method, we establish the Harnack inequalities, derivative formula and Driver's integration by parts formula for the stochastic Klein-Gordon type equations in the interval. We provide a detailed discussion about the nonlinear term. Some applications are given.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Physics Problems · Differential Equations and Boundary Problems
