¿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.
| Autorius: | Feng-Yu Wang |
| Serija: | SpringerBriefs in Mathematics |
| Leidėjas: | Springer New York |
| Išleidimo metai: | 2013 |
| Knygos puslapių skaičius: | 136 |
| ISBN-10: | 1461479339 |
| ISBN-13: | 9781461479338 |
| Formatas: | Knyga minkštu viršeliu |
| Kalba: | Anglų |
| Žanras: | Differential calculus and equations |
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