Harnack Inequalities for Stochastic Partial Differential Equations
Nonfiction, Science & Nature, Mathematics, Differential Equations, Statistics
| Author: | Feng-Yu Wang | ISBN: | 9781461479345 |
| Publisher: | Springer New York | Publication: | August 13, 2013 |
| Imprint: | Springer | Language: | English |
| Author: | Feng-Yu Wang |
| ISBN: | 9781461479345 |
| Publisher: | Springer New York |
| Publication: | August 13, 2013 |
| Imprint: | Springer |
| Language: | English |
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.
