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Harnack Inequalities for Stochastic Partial Differential Equations, 2013 SpringerBriefs in Mathematics Series

Langue : Anglais

Auteur :

Couverture de l’ouvrage Harnack Inequalities for Stochastic Partial Differential Equations
?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.

A General Theory on Dimension-Free Harnack Inequalities.- Non-Linear Monotone Stochastic Partial Differential Equations.- Semi-linear Stochastic Partial Differential Equations .- Stochastic Functional (Partial) Differential Equations.- Non-Linear Monotone Stochastic Partial Differential Equations.- Semi-linear Stochastic Partial Differential Equations.- Stochastic Functional (Partial) Differential Equations.

Focuses on dimension-free Harnack inequalities with applications to typical models of stochastic partial/delayed differential equations

A useful reference for researchers and graduated students in probability theory, stochastic analysis, partial differential equations and functional analysis

Comparing with exiting Harnack inequalities in analysis which applies only to finite-dimensional models, those introduced in the book are dimension-free and thus are efficient also in infinite dimensions?

Includes supplementary material: sn.pub/extras

Date de parution :

Ouvrage de 125 p.

15.5x23.5 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

Prix indicatif 52,74 €

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