Harnack inequalities for stochastic part
β Wang, Feng-Yu
π Library
π
2013
π Springer Science+Business Media
π English
β¦ LIBER β¦
π
Harnack Inequalities for Stochastic Partial Differential Equations
β Scribed by Feng-Yu Wang (auth.)
- Publisher
- Springer-Verlag New York
- Year
- 2013
- Tongue
- English
- Leaves
- 135
- Series
- SpringerBriefs in Mathematics
- Edition
- 1
- Category
- Library
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β¦ Synopsis
βIn 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.
β¦ Table of Contents
Front Matter....Pages i-x
A General Theory of Dimension-Free Harnack Inequalities....Pages 1-26
Nonlinear Monotone Stochastic Partial Differential Equations....Pages 27-50
Semilinear Stochastic Partial Differential Equations....Pages 51-77
Stochastic Functional (Partial) Differential Equations....Pages 79-118
Back Matter....Pages 119-125
β¦ Subjects
Partial Differential Equations; Probability Theory and Stochastic Processes; Analysis
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