Parabolic Equations With Irregular Data And Related Issues: Applications To Stochastic Differential Equations (De Gruyter Series In Applied And Numerical Mathematics, 4)

This book studies the existence and uniqueness of solutions to parabolic-type equations with irregular coefficients and/or initial conditions. It elaborates on the DiPerna-Lions theory of renormalized solutions to linear transport equations and related equations, and also examines the connection between the results on the partial differential equation and the well-posedness of the underlying stochastic/ordinary differential equation.

• | Author: Claude Le Bris, Pierre-Louis Lions
• | Publisher: De Gruyter
• | Publication Date: Aug 01, 2019
• | Number of Pages: 156 pages
• | Language: English
• | Binding: Hardcover
• | ISBN-10: 3110633132
• | ISBN-13: 9783110633139