(DOWNLOAD) "Harnack Inequalities for Stochastic Partial Differential Equations" by Feng-Yu Wang ~ eBook PDF Kindle ePub Free

eBook details

Title: Harnack Inequalities for Stochastic Partial Differential Equations
Author : Feng-Yu Wang
Release Date : January 13, 2013
Genre: Mathematics,Books,Science & Nature,
Pages : * pages
Size : 3545 KB

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. 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.