Parabolic Equations with Irregular Data and Related Issues : Applications to Stochastic Differential Equations (De Gruyter Series in Applied and Numerical Mathematics 4) (2019. XI, 145 S. 240 mm)

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.