Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equations

by Claude Le Bris and Pierre-Louis Lions

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.

• Format: Hardcover
• Language: English
• ISBN: 3110633132
• ISBN13: 9783110633139
• Release Date: June 2019
• Publisher: de Gruyter
• Length: 156 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.7" x 6.6" x 9.5"
• Grade Range: Postsecondary