Author | : Feng-Yu Wang |
File Size | : 50,7 Mb |
Publisher | : Springer Science & Business Media |
Language | : English |
Release Date | : 13 August 2013 |
ISBN | : 9781461479345 |
Pages | : 125 pages |
Harnack Inequalities for Stochastic Partial Differential Equations by Feng-Yu Wang Book PDF Summary
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.