Harnack Inequalities for Stochastic Partial Differential Equations |
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Author:
| Wang, Feng-Yu Wang, Fukang |
Series title: | SpringerBriefs in Mathematics Ser. |
ISBN: | 978-1-4614-7933-8 |
Publication Date: | Aug 2013 |
Publisher: | Springer
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Book Format: | Paperback |
List Price: | AUD $113.95 |
Book Description:
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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...
More DescriptionIn 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.