Harnack Inequalities for Stochastic Partial Differential Equations

Specificaties
Paperback, 125 blz. | Engels
Springer New York | 2013e druk, 2013
ISBN13: 9781461479338
Rubricering
Springer New York 2013e druk, 2013 9781461479338
Onderdeel van serie SpringerBriefs in Mathematics
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Samenvatting

​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.

Specificaties

ISBN13:9781461479338
Taal:Engels
Bindwijze:paperback
Aantal pagina's:125
Uitgever:Springer New York
Druk:2013

Inhoudsopgave

<p>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.</p>
€ 61,99
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        Harnack Inequalities for Stochastic Partial Differential Equations