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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‚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.
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.