SpringerBriefs in Mathematics

Wang, Feng-Yu

​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.

Details

Published by: Springer

Publication Date: 2013-08-09

Format: Paperback

ISBN-13: 9781461479338

DOI: 10.1007/978-1-4614-7934-5

Dimensions: 235cm x155cm

Pages: 125