
Systèmes Multi-Èchelles
Claude Le Bris
₹5,549

Applications to Stochastic Differential Equations
by Claude Le Bris, Pierre-Louis Lions
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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.
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