
arXiv: 1503.02255
Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenerate and degenerate Gaussian noises. Consequently, these conditions imply that the associated Markov semigroup is $L^2$-compact and exponentially convergent to the stationary distribution in entropy, variance and total variational norm. As the log-Sobolev inequality is invalid under the framework, we apply a criterion presented in the recent paper \cite{Wang14} using Harnack inequality, coupling property and Gaussian concentration property of the stationary distribution. To verify the concentration property, we prove a Fernique type inequality for infinite-dimensional Gaussian processes which might be interesting by itself.
17 pages
functional stochastic partial differential equations, Harnack inequality, Probability (math.PR), Gaussian processes, Gaussian noises, functional stochastic partial differential equation, Stochastic partial differential equations (aspects of stochastic analysis), 60H15, FOS: Mathematics, Hypercontractivity, coupling, Diffusion processes, hypercontractivity, Mathematics - Probability, 60J60
functional stochastic partial differential equations, Harnack inequality, Probability (math.PR), Gaussian processes, Gaussian noises, functional stochastic partial differential equation, Stochastic partial differential equations (aspects of stochastic analysis), 60H15, FOS: Mathematics, Hypercontractivity, coupling, Diffusion processes, hypercontractivity, Mathematics - Probability, 60J60
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