Harnack Inequalities for Stochastic Partial Differential Equations

Beschreibung

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.
Focuses on dimension-free Harnack inequalities with applications to typical models of stochastic partial/delayed differential equations A useful reference for researchers and graduated students in probability theory, stochastic analysis, partial differential equations and functional analysis Comparing with exiting Harnack inequalities in analysis which applies only to finite-dimensional models, those introduced in the book are dimension-free and thus are efficient also in infinite dimensions? Includes supplementary material: sn.pub/extras

Autor*in

Feng-Yu Wang

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

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