Harnack Inequalities for Stochastic Partial Differential Equations
Seiten
2013
Springer-Verlag New York Inc.
978-1-4614-7933-8 (ISBN)
Springer-Verlag New York Inc.
978-1-4614-7933-8 (ISBN)
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 |
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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 |
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