Harnack Inequalities for Stochastic Partial Differential Equations
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 t...
Gorde:
| Egile nagusia: | |
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| Formatua: | Livre papier |
| Hizkuntza: | Anglais |
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New York, NY :
Springer New York
C 2013.
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| Saila: | SpringerBriefs in Mathematics
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| Gaiak: | |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Harnack inequalities for stochastic partial differential equations, by Feng-Yu Wang, New York, NY, Springer New York, Springer e-books, Imprint: Springer, Springer e-books, 2013, SpringerBriefs in Mathematics, 978-1-461-47934-5 |
| Gaia: | 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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| Deskribapen fisikoa: | 1 vol. (X-125 p.) ; 24 cm. |
| Bibliografia: | Bibliogr. 121-124 |
| ISBN: | 9781461479338 |
| ISSN: | 2191-8198 |