Harnack inequalities for stochastic partial differential equations / Feng-Yu Wang.

SeriesSpringerBriefs in mathematics
SpringerBriefs in mathematics. ^A1256596
Contents A General Theory of Dimension-Free Harnack Inequalities -- Nonlinear Monotone Stochastic Partial Differential Equations -- Semilinear Stochastic Partial Differential Equations -- Stochastic Functional (Partial) Differential Equations.
Abstract 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.
Bibliography noteIncludes bibliographical references (pages 121-124) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2013944370
ISBN9781461479338 (pbk.)
ISBN1461479339 (pbk.)

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