Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equations Contributor(s): Le Bris, Claude (Author), Lions, Pierre-Louis (Author) |
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ISBN: 3110633132 ISBN-13: 9783110633139 Publisher: de Gruyter
Binding Type: Hardcover - See All Available Formats & Editions Published: June 2019 |
Additional Information |
BISAC Categories: - Mathematics | Differential Equations - Partial - Mathematics | Probability & Statistics - Stochastic Processes - Mathematics | Mathematical Analysis |
Physical Information: 0.7" H x 6.6" W x 9.5" L (0.90 lbs) 156 pages |
Features: Price on Product |
Descriptions, Reviews, Etc. |
Publisher 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. |
Contributor Bio(s): Le Bris, Claude: - Claude Le Bris, École des Ponts ParisTech & Inria, France; Pierre-Louis Lions, Coll. de France & CEREMADE, Uni. Paris-Dauphine, France. |
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