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.
- ISBN:
- 9781461479345
- 9781461479345
-
Category:
- Differential calculus & equations
- Format:
- Epub (Kobo), Epub (Adobe)
- Publication Date:
-
29-12-2015
- Language:
- English
- Publisher:
- Springer New York
This item is delivered digitally
Hi There,
Did you know that you can save books into your library to create gift lists, reading lists, etc?
You can also mark books that you're reading, or want to read.
Great!
Click on Save to My Library / Lists
Select the List you'd like to categorise as, or add your own
Here you can mark if you have read this book, reading it or want to read
Awesome! You added your first item into your Library
Great! The fun begins.
Click on My Library / My Lists and I will take you there
Reviews
Be the first to review Harnack Inequalities for Stochastic Partial Differential Equations.
Share This eBook: