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Parabolic Equations with Irregular Data and Related Issues Applications to Stochastic Differential Equations
Free Download Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equationsby Claude Le Bris and Pierre-Louis Lions
English | 2019 | ISBN: 3110633132 | 156 Pages | True PDF | 1.44 MB
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.
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