[DOWNLOAD] "Harnack Inequalities for Stochastic Partial Differential Equations" by Feng-Yu Wang ~ Book 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.
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