Harnack inequalities for stochastic partial differential equations (eBook, 2013) [WorldCat.org]
skip to content
Harnack inequalities for stochastic partial differential equations
Checking...

Harnack inequalities for stochastic partial differential equations

Author: Feng-Yu Wang
Publisher: [Place of publication not identified] : [publisher not identified], 2013.
Series: SpringerBriefs in mathematics.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Wang, Fukang.
Harnack Inequalities for Stochastic Partial Differential Equations.
Dordrecht : Springer, ©2013
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Feng-Yu Wang
ISBN: 9781461479345 1461479347
OCLC Number: 862201089
Description: 1 online resource (x, 125 pages)
Contents: Preface; Contents; Chapter1 A General Theory of Dimension-Free Harnack Inequalities; 1.1 Coupling by Change of Measure and Applications; 1.1.1 Harnack Inequalities and Bismut Derivative Formulas; 1.1.2 Shift Harnack Inequalities and Integration by PartsFormulas; 1.2 Derivative Formulas Using the Malliavin Calculus; 1.2.1 Bismut Formulas; 1.2.2 Integration by Parts Formulas; 1.3 Harnack Inequalities and Gradient Inequalities; 1.3.1 Gradient-Entropy and Harnack Inequalities; 1.3.2 From Gradient-Gradient to Harnack Inequalities; 1.3.3 L2 Gradient and Harnack Inequalities. 1.4 Applications of Harnack and Shift Harnack Inequalities1.4.1 Applications of the Harnack Inequality; 1.4.2 Applications of the Shift Harnack Inequality; Chapter2 Nonlinear Monotone Stochastic Partial Differential Equations; 2.1 Solutions of Monotone Stochastic Equations; 2.2 Harnack Inequalities for 1; 2.3 Harnack Inequalities for (0,1); 2.4 Applications to Specific Models ; 2.4.1 Stochastic Generalized Porous Media Equations; 2.4.2 Stochastic p-Laplacian Equations; 2.4.3 Stochastic Generalized Fast-Diffusion Equations; Chapter3 Semilinear Stochastic Partial Differential Equations. 3.1 Mild Solutions and Finite-Dimensional Approximations3.2 Additive Noise; 3.2.1 Harnack Inequalities and Bismut Formula; 3.2.2 Shift Harnack Inequalities and Integration by PartsFormula; 3.3 Multiplicative Noise: The Log-Harnack Inequality; 3.3.1 The Main Result; 3.3.2 Application to White-Noise-Driven SPDEs; 3.4 Multiplicative Noise: Harnack Inequality with Power; 3.4.1 Construction of the Coupling; 3.4.2 Proof of Theorem 3.4.1; 3.5 Multiplicative Noise: Bismut Formula; Chapter4 Stochastic Functional (Partial) Differential Equations; 4.1 Solutions and Finite-Dimensional Approximations. 4.1.1 Stochastic Functional Differential Equations4.1.2 Semilinear Stochastic Functional Partial Differential Equations; 4.2 Elliptic Stochastic Functional Partial Differential Equations with Additive Noise; 4.2.1 Harnack Inequalities and Bismut Formula; 4.2.2 Shift Harnack Inequalities and Integration by PartsFormulas; 4.2.3 Extensions to Semilinear SDPDEs; 4.3 Elliptic Stochastic Functional Partial Differential Equations with Multiplicative Noise; 4.3.1 Log-Harnack Inequality; 4.3.1.1 Proofs of (i); 4.3.1.2 Proof of (ii); 4.3.1.3 Proof of (iii); 4.3.2 Harnack Inequality with Power. 4.3.3 Bismut Formulas for Semilinear SDPDEs4.4 Stochastic Functional Hamiltonian System; 4.4.1 Main Result and Consequences; 4.4.2 Proof of Theorem 4.4.1; 4.4.3 Proofs of Corollary 4.4.3 and Theorem 4.4.5 ; Glossary; References; Index.
Series Title: SpringerBriefs in mathematics.
Responsibility: Feng-Yu Wang.

Abstract:

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  Read more...

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.