Harnack Inequalities for Stochastic Partial Differential Equations Harnack Inequalities for Stochastic Partial Differential Equations
SpringerBriefs in Mathematics

Harnack Inequalities for Stochastic Partial Differential Equations

    • 42,99 €
    • 42,99 €

Description de l’éditeur

​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.

GENRE
Science et nature
SORTIE
2013
13 août
LANGUE
EN
Anglais
LONGUEUR
135
Pages
ÉDITIONS
Springer New York
DÉTAILS DU FOURNISSEUR
Springer Science & Business Media LLC
TAILLE
3,5
Mo
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