Harnack Inequalities for Stochastic Partial Differential Equations
Author | : Feng-Yu Wang |
Publisher | : Springer Science & Business Media |
Total Pages | : 135 |
Release | : 2013-08-13 |
ISBN-10 | : 9781461479345 |
ISBN-13 | : 1461479347 |
Rating | : 4/5 (45 Downloads) |
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.