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Harnack Inequalities for Stochastic Partial Differential Equations

Wang, Feng-Yu

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Título:
Harnack Inequalities for Stochastic Partial Differential Equations
Autor: Wang, Feng-Yu
Assuntos: Analysis ; Mathematical analysis ; Mathematics ; Mathematics and Statistics ; Partial Differential Equations ; Probability Theory and Stochastic Processes
Descrição: ?In this book the author presents a self-contained account of Harnack inequalities and applications for the semigroup of solutions to stochastic partial and delayed differential equations. Since the semigroup refers to Fokker-Planck equations on infinite-dimensional spaces, the Harnack inequalities the author investigates are dimension-free. This is an essentially different point from the above mentioned classical Harnack inequalities. Moreover, the main tool in the study is a new coupling method (called coupling by change of measures) rather than the usual maximum principle in the current literature.
Títulos relacionados: SpringerBriefs in Mathematics
Editor: New York, NY: Springer
Data de criação/publicação: 2013
Formato: 135
Idioma: Inglês

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