Parabolic Equations with Irregular Data and Related Issues
Applications to Stochastic Differential Equations| By: | Claude Le Bris; Pierre-Louis Lions |
| Publisher: | De Gruyter |
| Print ISBN: | 9783110633139 |
| eText ISBN: | 9783110633146 |
| Edition: | 1 |
| Copyright: | 2019 |
| Format: | Reflowable |
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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 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.