Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equations...

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Claude Le Bris Pierre-Louis Lions

Parabolic Equations with Irregular Data and Related Issues

Applications to Stochastic Differential Equations

Claude Le Bris, Pierre-Louis Lions

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English

De Gruyter
17 June 2019

Calculus & mathematical analysis; Differential calculus & equations; Stochastics

Series: De Gruyter Series in Applied and Numerical Mathematics

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.

By: Claude Le Bris, Pierre-Louis Lions
Imprint: De Gruyter
Country of Publication: Germany
Volume: 4
Dimensions: Height: 240mm, Width: 170mm, Spine: 18mm
Weight: 402g
ISBN: 9783110633139
ISBN 10: 3110633132
Series: De Gruyter Series in Applied and Numerical Mathematics
Pages: 156
Publication Date: 17 June 2019
Audience: Professional and scholarly , Undergraduate , Undergraduate
Format: Hardback
Publisher's Status: Active

Claude Le Bris, École des Ponts ParisTech & Inria, France; Pierre-Louis Lions, Coll. de France & CEREMADE, Uni. Paris-Dauphine, France.