Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equations

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

Le Bris, Claude
Lions, Pierre-Louis

Hardcover

Series: de Gruyter Applied and Numerical Mathematics, Book 4

General MathematicsProbability & Statistics

ISBN10: 3110633132
ISBN13: 9783110633139
Publisher: De Gruyter
Published: Jun 17 2019
Pages: 156
Weight: 0.90
Height: 0.70 Width: 6.60 Depth: 9.50
Language: English

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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