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

Harnack Inequalities for Stochastic Partial Differential Equations

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    • €42.99

Publisher Description

​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 & Nature
RELEASED
2013
13 August
LANGUAGE
EN
English
LENGTH
135
Pages
PUBLISHER
Springer New York
PROVIDER INFO
Springer Science & Business Media LLC
SIZE
3.5
MB
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