Harnack Inequalities for Stochastic Partial Differential Equations |
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| Author:
| Wang, Feng-Yu
Wang, Fukang |
| Series title: | SpringerBriefs in Mathematics Ser. |
| ISBN: | 978-1-4614-7933-8 |
| Publication Date: | Aug 2013 |
| Publisher: | Springer New York
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| Imprint: | Springer |
| Book Format: | Paperback |
| List Price: | USD $54.99 |
Book Description:
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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...
More DescriptionIn 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.