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

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.

• An authoritative treatment of existence and uniqueness questions for parabolic PDE's with irregular data
• Of interest to mathematicians working in PDE's and applications