Title: Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equations (De Gruyter Series in Applied and Numerical Mathematics, 4)
Publisher: De Gruyter
Publication Date: 2019
Language: English
ISBN 10: 3110633132
ISBN 13: 9783110633139
Binding: Hardcover
Condition: New

About this title

Synopsis

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.

About the Author

Claude Le Bris, �cole des Ponts ParisTech & Inria, France; Pierre-Louis Lions, Coll. de France & CEREMADE, Uni. Paris-Dauphine, France.

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