Harnack Inequalities for Stochastic Partial Differential Equations

• Main Author: Wang, Feng-Yu. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2013.
• Series: SpringerBriefs in Mathematics,
• Subjects: Mathematics.; Global analysis (Mathematics).; Differential equations, partial.; Distribution (Probability theory).; Partial Differential Equations.; Probability Theory and Stochastic Processes.; Analysis.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4614-7934-5
• Physical Description: X, 125 p. online resource.
• ISBN: 9781461479345
• ISSN: 2191-8198

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.