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Harnack Inequalities for Stochastic Partial Differential Equations

  • Feng-Yu Wang

Part of the SpringerBriefs in Mathematics book series (BRIEFSMATH)

Table of contents

About this book

Introduction

​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.

Keywords

Harnack inequality Malliavin calculus coupling by change of measures fast-diffusion equations generalized stochastic porous media stochastic delayed differential equations

Authors and affiliations

  • Feng-Yu Wang
    • 1
  1. 1.School of Mathematical SciencesBeijing Normal UniversityBeijingChina, People's Republic

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4614-7934-5
  • Copyright Information Feng-Yu Wang 2013
  • Publisher Name Springer, New York, NY
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-1-4614-7933-8
  • Online ISBN 978-1-4614-7934-5
  • Series Print ISSN 2191-8198
  • Series Online ISSN 2191-8201
  • Buy this book on publisher's site