Harnack Inequalities for Stochastic Partial Differential Equations
Häftad, Engelska, 2013
Av Feng-Yu Wang
709 kr
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Fri frakt för medlemmar vid köp för minst 249 kr.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.
Produktinformation
- Utgivningsdatum2013-08-09
- Mått155 x 235 x 8 mm
- Vikt219 g
- FormatHäftad
- SpråkEngelska
- SerieSpringerBriefs in Mathematics
- Antal sidor125
- Upplaga2013
- FörlagSpringer-Verlag New York Inc.
- ISBN9781461479338