Parabolic Equations with Irregular Data and Related Issues

£100.00

Parabolic Equations with Irregular Data and Related Issues

Applications to Stochastic Differential Equations

Differential calculus and equations

Authors: Claude Le Bris, Pierre-Louis Lions

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Collection: De Gruyter Series in Applied and Numerical Mathematics

Language: English

Published by: De Gruyter

Published on: 17th June 2019

Format: LCP-protected ePub

Size: 156 pages

ISBN: 9783110633146


Book Overview

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.

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