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Harnack Inequalities for Stochastic Partial Differential Equations

by Wang, Feng-Yu.
Authors: SpringerLink (Online service) Series: SpringerBriefs in Mathematics, 2191-8198 Physical details: X, 125 p. online resource. ISBN: 1461479347 Subject(s): Mathematics. | Global analysis (Mathematics). | Differential equations, partial. | Distribution (Probability theory). | Mathematics. | Partial Differential Equations. | Probability Theory and Stochastic Processes. | Analysis.
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E-Book E-Book AUM Main Library 515.353 (Browse Shelf) Not for loan

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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