Harnack Inequalities for Stochastic Partial Differential Equations [electronic resource] / by Feng-Yu Wang.
By: Wang, Feng-Yu [author.].
Contributor(s): SpringerLink (Online service).
Material type:
BookSeries: SpringerBriefs in Mathematics: Publisher: New York, NY : Springer New York : Imprint: Springer, 2013Description: X, 125 p. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9781461479345.Subject(s): Mathematics | Global analysis (Mathematics) | Differential equations, partial | Distribution (Probability theory) | Mathematics | Partial Differential Equations | Probability Theory and Stochastic Processes | AnalysisDDC classification: 515.353 Online resources: Click here to access online
In:
Springer eBooksSummary: 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.
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.
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