Harnack Inequalities for Stochastic Partial Differential Equations

by Feng-Yu Wang

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.

• Format: Paperback
• Language: English
• ISBN: 1461479339
• ISBN13: 9781461479338
• Release Date: August 2013
• Publisher: Springer
• Length: 125 Pages
• Weight: 0.44 lbs.
• Dimensions: 0.3" x 6.0" x 9.3"