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

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, École des Ponts ParisTech & Inria, France; Pierre-Louis Lions, Coll. de France & CEREMADE, Uni. Paris-Dauphine, France.

Product details

• Authors: Claud Le Bris, Claude Le Bris, Pierre-Louis Lions
• Publisher: De Gruyter
• Languages: English
• Product format: Hardback
• Released: 01.01.2019
• EAN: 9783110633139
• ISBN: 978-3-11-063313-9
• No. of pages: 145
• Dimensions: 175 mm x 243 mm x 14 mm
• Weight: 406 g
• Series: De Gruyter Series in Applied and Numerical Mathematics; De Gruyter Series in Applied and Numerical Mathematics; ISSN; De Gruyter Series in Applied and Numerical Mathematics, 4
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Analysis; Stochastik, Differenzialrechnung, Gleichung / Differenzialgleichung, Differenzialgleichung, MATHEMATICS / Differential Equations / General, Parabolische partielle Differentialgleichung; Stochastische partielle Differentialgleichung