Parabolic Equations with Irregular Data and Related Issues

Applications to Stochastic Differential Equations

AvPierre-Louis Lions,Claude Le Bris

E-bok
Engelska, 2019

1 476 kr

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Beskrivning

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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