Harnack Inequalities for Stochastic Partial Differential Equations

Harnack Inequalities for Stochastic Partial Differential Equations
Author :
Publisher : Springer Science & Business Media
Total Pages : 135
Release :
ISBN-10 : 9781461479345
ISBN-13 : 1461479347
Rating : 4/5 (347 Downloads)

Book Synopsis Harnack Inequalities for Stochastic Partial Differential Equations by : Feng-Yu Wang

Download or read book Harnack Inequalities for Stochastic Partial Differential Equations written by Feng-Yu Wang and published by Springer Science & Business Media. This book was released on 2013-08-13 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​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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