SpringerBriefs in Mathematics

Harnack Inequalities for Stochastic Partial Differential Equations

Authors: Wang, Feng-Yu

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  • 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​
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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.

Table of contents (4 chapters)

Table of contents (4 chapters)

Buy this book

eBook $54.99
price for USA in USD (gross)
  • ISBN 978-1-4614-7934-5
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.99
price for USA in USD
  • ISBN 978-1-4614-7933-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the eBook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Harnack Inequalities for Stochastic Partial Differential Equations
Authors
Series Title
SpringerBriefs in Mathematics
Copyright
2013
Publisher
Springer-Verlag New York
Copyright Holder
Feng-Yu Wang
eBook ISBN
978-1-4614-7934-5
DOI
10.1007/978-1-4614-7934-5
Softcover ISBN
978-1-4614-7933-8
Series ISSN
2191-8198
Edition Number
1
Number of Pages
X, 125
Topics