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Claude Le Bris & Pierre-Louis Lions 
Parabolic Equations with Irregular Data and Related Issues 
Applications to Stochastic Differential Equations

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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 Di Perna-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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Über den Autor

Claude Le Bris, École des Ponts Paris Tech & Inria, France; Pierre-Louis Lions, Coll. de France & CEREMADE, Uni. Paris-Dauphine, France.
Sprache Englisch ● Format EPUB ● Seiten 156 ● ISBN 9783110633146 ● Dateigröße 7.4 MB ● Verlag De Gruyter ● Ort Berlin/Boston ● Erscheinungsjahr 2019 ● Ausgabe 1 ● herunterladbar 24 Monate ● Währung EUR ● ID 7339963 ● Kopierschutz Adobe DRM
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