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.
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.
Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equations
156
Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equations
156
Product Details
| ISBN-13: | 9783110633146 |
|---|---|
| Publisher: | De Gruyter |
| Publication date: | 06/17/2019 |
| Series: | De Gruyter Series in Applied and Numerical Mathematics , #4 |
| Sold by: | Barnes & Noble |
| Format: | eBook |
| Pages: | 156 |
| File size: | 9 MB |
| Age Range: | 18 Years |