ENGLISH

Harnack Inequalities for Stochastic Partial Differential Equations

By Feng-Yu Wang (auth.)

Book information

Publisher
Springer-Verlag New York
Year
2013
ISBN
978-1-4614-7933-8, 978-1-4614-7934-5
DOI
10.1007/978-1-4614-7934-5
Language
english
Format
PDF
Filesize
1 MB (1135141 bytes)
Series
SpringerBriefs in Mathematics
Edition
1
Pages
125\135
Orientation
yes
Scanned
yes
Time added
2013-08-12 07:18:03
Partial Differential Equations; Probability Theory

Description

​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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