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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Harnack Inequalities for Stochastic Partial Differential Equations

Harnack Inequalities for Stochastic Partial Differential Equations

Wang, Feng-Yu

Paperback

Series: Springerbriefs in Mathematics

General MathematicsProbability & Statistics

Currently unavailable to order

ISBN10: 1461479339
ISBN13: 9781461479338
Publisher: Springer Nature
Published: Aug 9 2013
Pages: 125
Weight: 0.44
Height: 0.32 Width: 6.02 Depth: 9.25
Language: English
​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.

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