Harnack inequality and strong Feller property for stochastic fast-diffusion equations

Abstract: As a continuation to [F.-Y. Wang, Harnack inequality and applications for stochastic generalized porous media equations, Ann. Probab. 35 (2007) 1333–1350], where the Harnack inequality and the strong Feller property are studied for a class of stochastic generalized porous media equations, this paper presents analogous results for stochastic fast-diffusion equations. Since the fast-diffusion equation possesses weaker dissipativity than the porous medium one does, some technical difficulties appear in the study. As a compensation to the weaker dissipativity condition, a Sobolev–Nash inequality is assumed for the underlying self-adjoint operator in applications. Some concrete examples are constructed to illustrate the main results. [Copyright &y& Elsevier]