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Beschreibung
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.
Applications to Stochastic Differential Equations
Details
| Verlag | De Gruyter |
| Ersterscheinung | 17. Juni 2019 |
| Maße | 24 cm x 17 cm |
| Gewicht | 402 Gramm |
| Format | Hardcover |
| ISBN-13 | 9783110633139 |
| Auflage | 1. Auflage |
| Seiten | 145 |
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