Harnack Inequalities for Stochastic Partial Differential Equations

Harnack Inequalities for Stochastic Partial Differential Equations
Author: Feng-Yu Wang
Publisher: Springer Science & Business Media
Total Pages: 135
Release: 2013-08-13
Genre: Mathematics
ISBN: 1461479347


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​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.


Harnack Inequalities for Stochastic Partial Differential Equations
Language: en
Pages: 135
Authors: Feng-Yu Wang
Categories: Mathematics
Type: BOOK - Published: 2013-08-13 - Publisher: Springer Science & Business Media

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​In this book the author presents a self-contained account of Harnack inequalities and applications for the semigroup of solutions to stochastic partial and d
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