Harnack inequalities for stochastic partial differential equations

Harnack inequalities for stochastic partial differential equations

Author
Wang, Feng-Yu
Publisher
Springer Science+Business Media
Language
English
Year
2013
Page
125
ISBN
9781461479338,9781461479345,1461479339
File Type
pdf
File Size
829.0 KiB

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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