TY - ELEC
DB - /z-wcorg/
DP - http://worldcat.org
ID - 857282697
LA - English.
UR - http://site.ebrary.com/id/10745581
T1 - Harnack inequalities for stochastic partial differential equations
A1 - Wang, Feng-Yu,,
Y1 - 2013///
SN - 9781461479345 1461479347 1461479339 9781461479338
AB - 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.
ER -