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Harnack Inequalities for Stochastic Partial Differential Equations: SpringerBriefs in Mathematics

Autor Feng-Yu Wang
en Limba Engleză Paperback – 9 aug 2013
​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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Specificații

ISBN-13: 9781461479338
ISBN-10: 1461479339
Pagini: 136
Ilustrații: X, 125 p.
Dimensiuni: 155 x 235 x 7 mm
Greutate: 0.2 kg
Ediția:2013
Editura: Springer
Colecția Springer
Seria SpringerBriefs in Mathematics

Locul publicării:New York, NY, United States

Public țintă

Research

Cuprins

A General Theory on Dimension-Free Harnack Inequalities.- Non-Linear Monotone Stochastic Partial Differential Equations.- Semi-linear Stochastic Partial Differential Equations .- Stochastic Functional (Partial) Differential Equations.- Non-Linear Monotone Stochastic Partial Differential Equations.- Semi-linear Stochastic Partial Differential Equations.- Stochastic Functional (Partial) Differential Equations.

Caracteristici

Focuses on dimension-free Harnack inequalities with applications to typical models of stochastic partial/delayed differential equations A useful reference for researchers and graduated students in probability theory, stochastic analysis, partial differential equations and functional analysis Comparing with exiting Harnack inequalities in analysis which applies only to finite-dimensional models, those introduced in the book are dimension-free and thus are efficient also in infinite dimensions? Includes supplementary material: sn.pub/extras