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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विषयसूची
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.
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भाषा अंग्रेज़ी ● स्वरूप PDF ● पेज 125 ● ISBN 9781461479345 ● फाइल का आकार 1.4 MB ● प्रकाशक Springer New York ● शहर NY ● देश US ● प्रकाशित 2013 ● डाउनलोड करने योग्य 24 महीने ● मुद्रा EUR ● आईडी 2855712 ● कॉपी सुरक्षा सामाजिक DRM
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