Wang, Feng-Yu.
Harnack Inequalities for Stochastic Partial Differential Equations [electronic resource] / by Feng-Yu Wang. - X, 125 p. online resource. - SpringerBriefs in Mathematics, 2191-8198 . - SpringerBriefs in Mathematics, .
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.
9781461479345
10.1007/978-1-4614-7934-5 doi
Mathematics.
Global analysis (Mathematics).
Differential equations, partial.
Distribution (Probability theory).
Mathematics.
Partial Differential Equations.
Probability Theory and Stochastic Processes.
Analysis.
QA370-380
515.353
Harnack Inequalities for Stochastic Partial Differential Equations [electronic resource] / by Feng-Yu Wang. - X, 125 p. online resource. - SpringerBriefs in Mathematics, 2191-8198 . - SpringerBriefs in Mathematics, .
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.
9781461479345
10.1007/978-1-4614-7934-5 doi
Mathematics.
Global analysis (Mathematics).
Differential equations, partial.
Distribution (Probability theory).
Mathematics.
Partial Differential Equations.
Probability Theory and Stochastic Processes.
Analysis.
QA370-380
515.353