| Harnack Inequalities for Stochastic Partial Differential Equations 2013 Edition Contributor(s): Wang, Feng-Yu (Author) |
|
 |
ISBN: 1461479339 ISBN-13: 9781461479338 Publisher: Springer OUR PRICE: $52.24 Product Type: Paperback - Other Formats Published: August 2013 |
| Additional Information |
| BISAC Categories: - Mathematics | Differential Equations - General - Mathematics | Mathematical Analysis - Mathematics | Probability & Statistics - General |
| Dewey: 515 |
| LCCN: 2013944370 |
| Series: Springerbriefs in Mathematics |
| Physical Information: 0.32" H x 6.02" W x 9.25" (0.44 lbs) 125 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |