Parabolic Equations with Irregular Data and Related Issues

Applications to Stochastic Differential Equations

von Claude Le Bris, Pierre-Louis Lions

145 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.

• Reihe: De Gruyter Series in Applied and Numerical Mathematics
• Themen: Mathematik und Naturwissenschaften Mathematik Mathematische Analysis, allgemein Differentialrechnung und -gleichungen
• ISBN: 9783110633139
• Sprache: Englisch
• Erscheinungsdatum: 17.06.2019
• Größe: 24 x 17 cm
• Verlag: De Gruyter