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Parabolic Equations with Irregular Data and Related Issues

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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.

Undertitel
Applications to Stochastic Differential Equations
Upplaga
19001
ISBN
9783110633139
Språk
engelska
Vikt
458 gram
Utgivningsdatum
2019-06-17
Förlag
De Gruyter
Sidor
156