Harnack Inequalities for Stochastic Partial Differential Equations

Harnack Inequalities for Stochastic Partial Differential Equations
Author :
Publisher : Springer Science & Business Media
Total Pages : 135
Release :
ISBN-10 : 9781461479345
ISBN-13 : 1461479347
Rating : 4/5 (347 Downloads)

Book Synopsis Harnack Inequalities for Stochastic Partial Differential Equations by : Feng-Yu Wang

Download or read book Harnack Inequalities for Stochastic Partial Differential Equations written by Feng-Yu Wang and published by Springer Science & Business Media. This book was released on 2013-08-13 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​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.


Harnack Inequalities for Stochastic Partial Differential Equations Related Books

Harnack Inequalities for Stochastic Partial Differential Equations
Language: en
Pages: 135
Authors: Feng-Yu Wang
Categories: Mathematics
Type: BOOK - Published: 2013-08-13 - Publisher: Springer Science & Business Media

GET EBOOK

​In this book the author presents a self-contained account of Harnack inequalities and applications for the semigroup of solutions to stochastic partial and d
Stochastic Partial Differential Equations and Related Fields
Language: en
Pages: 565
Authors: Andreas Eberle
Categories: Mathematics
Type: BOOK - Published: 2018-07-03 - Publisher: Springer

GET EBOOK

This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference ''Stochastic Partial Differential Equati
Distribution Dependent Stochastic Differential Equations
Language: en
Pages: 374
Authors: Feng-yu Wang
Categories: Mathematics
Type: BOOK - Published: 2024-09-26 - Publisher: World Scientific

GET EBOOK

Corresponding to the link of Itô's stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize n
Asymptotic Analysis for Functional Stochastic Differential Equations
Language: en
Pages: 159
Authors: Jianhai Bao
Categories: Mathematics
Type: BOOK - Published: 2016-11-19 - Publisher: Springer

GET EBOOK

This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which rando
Partial Differential Equations for Probabilists
Language: en
Pages: 216
Authors: Daniel W. Stroock
Categories: Mathematics
Type: BOOK - Published: 2008-04-28 - Publisher: Cambridge University Press

GET EBOOK

Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifol