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Item Details
Title:
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HARNACK INEQUALITIES FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
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By: |
Feng-Yu Wang |
Format: |
Paperback |
List price:
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£44.99 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
1461479339 |
ISBN 13: |
9781461479338 |
Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
Pub. date: |
9 August, 2013 |
Edition: |
2013 ed. |
Series: |
SpringerBriefs in Mathematics |
Pages: |
125 |
Description: |
? 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. |
Synopsis: |
? 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. |
Illustrations: |
X, 125 p. |
Publication: |
US |
Imprint: |
Springer-Verlag New York Inc. |
Returns: |
Returnable |
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