Buch, Englisch, Band 4, 145 Seiten, Format (B × H): 175 mm x 246 mm, Gewicht: 458 g
Reihe: De Gruyter Series in Applied and Numerical Mathematics
Applications to Stochastic Differential Equations
Buch, Englisch, Band 4, 145 Seiten, Format (B × H): 175 mm x 246 mm, Gewicht: 458 g
Reihe: De Gruyter Series in Applied and Numerical Mathematics
ISBN: 978-3-11-063313-9
Verlag: De Gruyter
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.
Zielgruppe
Researchers and graduate students in partial differential equatio