Harnack Inequalities for Stochastic Partial Differential Equations
Feng-Yu Wang (auth.)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.
Thể loại:
Năm:
2013
In lần thứ:
1
Nhà xuát bản:
Springer-Verlag New York
Ngôn ngữ:
english
Trang:
125
ISBN 10:
1461479347
ISBN 13:
9781461479345
Loạt:
SpringerBriefs in Mathematics
File:
PDF, 1.08 MB
IPFS:
,
english, 2013
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