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Harnack Inequalities for Stochastic Partial Differential Equations [electronic resource] / by Feng-Yu Wang.

By: Contributor(s): Material type: TextTextSeries: SpringerBriefs in MathematicsPublisher: New York, NY : Springer New York : Imprint: Springer, 2013Description: X, 125 p. online resourceContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781461479345
Subject(s): Additional physical formats: Printed edition:: No titleDDC classification:
  • 515.353 23
LOC classification:
  • QA370-380
Online resources: 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.
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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 new coupling method (called coupling by change of measures) rather than the usual maximum principle in the current literature.

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