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

Harnack Inequalities for Stochastic Partial Differential Equations

    • ‏39٫99 US$
    • ‏39٫99 US$

وصف الناشر

​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.

النوع
علم وطبيعة
تاريخ النشر
٢٠١٣
١٣ أغسطس
اللغة
EN
الإنجليزية
عدد الصفحات
١٣٥
الناشر
Springer New York
البائع
Springer Nature B.V.
الحجم
٣٫٥
‫م.ب.‬
Stochastic Calculus for Fractional Brownian Motion and Applications Stochastic Calculus for Fractional Brownian Motion and Applications
٢٠٠٨
Stochastic Calculus for Fractional Brownian Motion and Related Processes Stochastic Calculus for Fractional Brownian Motion and Related Processes
٢٠٠٨
Malliavin Calculus and Stochastic Analysis Malliavin Calculus and Stochastic Analysis
٢٠١٣
Infinite Dimensional Dynamical Systems Infinite Dimensional Dynamical Systems
٢٠١٢
Séminaire de Probabilités XLI Séminaire de Probabilités XLI
٢٠٠٨
Handbook of Differential Equations: Ordinary Differential Equations Handbook of Differential Equations: Ordinary Differential Equations
٢٠٠٤
Integrated Treatment Technology of Rural Domestic Sewage Integrated Treatment Technology of Rural Domestic Sewage
٢٠٢٣
DISTRIBUTION DEPENDENT STOCHASTIC DIFFERENTIAL EQUATIONS DISTRIBUTION DEPENDENT STOCHASTIC DIFFERENTIAL EQUATIONS
٢٠٢٤
FOUNDATION OF PROBABILITY THEORY FOUNDATION OF PROBABILITY THEORY
٢٠٢٤
Analysis For Diffusion Processes On Riemannian Manifolds Analysis For Diffusion Processes On Riemannian Manifolds
٢٠١٣
Functional Inequalities Markov Semigroups and Spectral Theory Functional Inequalities Markov Semigroups and Spectral Theory
٢٠٠٦
Twisted Isospectrality, Homological Wideness, and Isometry Twisted Isospectrality, Homological Wideness, and Isometry
٢٠٢٣
Deep Learning for Fluid Simulation and Animation Deep Learning for Fluid Simulation and Animation
٢٠٢٣
Brakke's Mean Curvature Flow Brakke's Mean Curvature Flow
٢٠١٩
Geodesic Convexity in Graphs Geodesic Convexity in Graphs
٢٠١٣
Continuous Average Control of Piecewise Deterministic Markov Processes Continuous Average Control of Piecewise Deterministic Markov Processes
٢٠١٣
Homogenisation of Laminated Metamaterials and the Inner Spectrum Homogenisation of Laminated Metamaterials and the Inner Spectrum
٢٠٢٥