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  • © 2013

Harnack Inequalities for Stochastic Partial Differential Equations

Authors:

  • Focuses on dimension-free Harnack inequalities with applications to typical models of stochastic partial/delayed differential equations
  • A useful reference for researchers and graduated students in probability theory, stochastic analysis, partial differential equations and functional analysis
  • Comparing with exiting Harnack inequalities in analysis which applies only to finite-dimensional models, those introduced in the book are dimension-free and thus are efficient also in infinite dimensions?
  • Includes supplementary material: sn.pub/extras

Part of the book series: SpringerBriefs in Mathematics (BRIEFSMATH)

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Table of contents (4 chapters)

  1. Front Matter

    Pages i-x
  2. Back Matter

    Pages 119-125

About this book

​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.

Authors and Affiliations

  • School of Mathematical Sciences, Beijing Normal University, Beijing, China, People's Republic

    Feng-Yu Wang

Bibliographic Information

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access