Harnack Inequalities for Stochastic Partial Differential Equations

(Autor)

Buch | Softcover
125 Seiten
2013
Springer-Verlag New York Inc.
978-1-4614-7933-8 (ISBN)

Lese- und Medienproben

Harnack Inequalities for Stochastic Partial Differential Equations - Feng-Yu Wang
53,49 inkl. MwSt
​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.

A General Theory on Dimension-Free Harnack Inequalities.- Non-Linear Monotone Stochastic Partial Differential Equations.- Semi-linear Stochastic Partial Differential Equations .- Stochastic Functional (Partial) Differential Equations.- Non-Linear Monotone Stochastic Partial Differential Equations.- Semi-linear Stochastic Partial Differential Equations.- Stochastic Functional (Partial) Differential Equations.

Erscheint lt. Verlag 9.8.2013
Reihe/Serie SpringerBriefs in Mathematics
Zusatzinfo X, 125 p.
Verlagsort New York, NY
Sprache englisch
Maße 155 x 235 mm
Themenwelt Mathematik / Informatik Mathematik Analysis
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Schlagworte Analysis • coupling by change of measures • fast-diffusion equations • generalized stochastic porous media • Harnack inequality • Malliavin calculus • stochastic delayed differential equations
ISBN-10 1-4614-7933-9 / 1461479339
ISBN-13 978-1-4614-7933-8 / 9781461479338
Zustand Neuware
Haben Sie eine Frage zum Produkt?
Mehr entdecken
aus dem Bereich