Parabolic equations with irregular data and related issues : applications to stochastic differential equations / Claude Le Bris, Pierre-Louis Lions.

Format:

Book

Author/Creator:

Le Bris, Claude, author.

Lions, P. L., author.

Series:

De Gruyter Series in Applied and Numerical Mathematics ; 4

Language:

English

Subjects (All):

Stochastic partial differential equations.

Differential equations, Parabolic.

Physical Description:

1 online resource (XI, 145 p.)

Place of Publication:

Berlin, Germany : De Gruyter, [2019]

Language Note:

In English.

Summary:

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.

Contents:

Frontmatter

Contents

Introduction

1. General context

2. Operators with constant second-order term

3. Equations in divergence form

4. Extensions

Bibliography

Index

Notes:

Description based on print version record.

Includes bibliographical references and index.

ISBN:

9783110635508

311063550X

9783110633146

3110633140

OCLC:

1110711333