eBook Harnack Inequalities for Stochastic Partial Differential Equations, 1st Edition

  • Published By:
  • ISBN-10: 1461479347
  • ISBN-13: 9781461479345
  • DDC: 519.2
  • Grade Level Range: College Freshman - College Senior
  • 125 Pages | eBook
  • Original Copyright 2013 | Published/Released June 2014
  • This publication's content originally published in print form: 2013
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About

Overview

‚ÄčIn 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.

Table of Contents

Front Cover.
Editorial Board.
Title Page.
Copyright Page.
Dedication.
Preface.
Contents.
1: A General Theory of Dimension-Free Harnack Inequalities.
2: Nonlinear Monotone Stochastic Partial Differential Equations.
3: Semilinear Stochastic Partial Differential Equations.
4: Stochastic Functional (Partial) Differential Equations.
Glossary.
References.
Index.