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Harnack Inequalities for Stochastic Partial Differential Equations

Harnack Inequalities for Stochastic Partial Differential Equations

von Feng-Yu Wang
Softcover - 9781461479338
53,49 €
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Beschreibung

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.

Details

Verlag Springer US
Ersterscheinung 09. August 2013
Maße 23.5 cm x 15.5 cm
Gewicht 219 Gramm
Format Softcover
ISBN-13 9781461479338
Seiten 125

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