Parabolic Equations with Irregular Data and Related Issues : Applications to Stochastic Differential Equations
Author(s)
Bibliographic Information
Parabolic Equations with Irregular Data and Related Issues : Applications to Stochastic Differential Equations
（De Gruyter series in applied and numerical mathematics / Rémi Abgrall...[et al.], 4）
De Gruyter, c2019
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Note
Includes bibliographical references (p. [137]-141) and index
Description and Table of Contents
Description
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.
by "Nielsen BookData"