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Why should we give special attention to at most polynomially growing solutions of PDEs?

The equation \begin{gather} \frac{\partial u}{\partial t} (t,x) = \frac{1}{2} \text{Trace}[\sigma(x) \sigma(x) (\text{Hessian}_x u)(x,t)] + \langle \mu (x) , (\nabla_x u) (t,x) \rangle, \\ u(0,x) = \...
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