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...
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| Auteur principal: | |
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| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
New York, NY :
Springer New York : Springer e-books : Imprint: Springer : Springer e-books
[20..].
Cham : Springer Nature |
| Collection: | SpringerBriefs in Mathematics
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| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Harnack Inequalities for Stochastic Partial Differential Equations, Feng-Yu Wang, 2013, New York, NY, Springer New York, 1 vol. (X-125 p.), SpringerBriefs in Mathematics, 978-1-4614-7933-8 |
| Résumé: | 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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| Description: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9781461479345 |
| ISSN: | 2191-8198 |
| Accès: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |