Sobolev space theory of SPDEs with continuous or measurable leading coefficients

DOI10.1016/j.spa.2008.01.009zbMath1156.60043OpenAlexW2024811170MaRDI QIDQ1001838

Kyeong-Hun Kim

Publication date: 19 February 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.01.009

zbMATH Keywords

stochastic partial differential equations\(L_p\)-theorymeasurable coefficients\(L_q(L_p)\)-theorySobolev spaces with weights

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

An \(L_p\)-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations, Fluctuation analysis for the loss from default, A regularity theory for quasi-linear stochastic PDE\(\mathbf{s}\) in weighted Sobolev spaces, LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT, Some \(L_p\) and Hölder estimates for divergence type nonlinear SPDEs on \(C^1\)-domains, Stochastic maximal regularity for rough time-dependent problems

Cites Work

• Unnamed Item
• Unnamed Item
• SPDEs in \(L_q(\mskip-2mu(0,\tau, L_p)\) spaces]
• On \(L_p\)-theory of stochastic partial differential equations of divergence form in \(C^1\) domains
• \(L_p\)-estimates for SPDE with discontinuous coefficients in domains
• Linear stochastic parabolic equations, degenerating on the boundary of a domain
• On stochastic partial differential equations with variable coefficients in \(C^1\) domains
• Parabolic and Elliptic Equations with VMO Coefficients
• L^p-estimates for stochastic pdes with discontinuous coefficients
• Weighted sobolev spaces and laplace's equation and the heat equations in a half space
• On The Sobolev Space Theory of Parabolic and Elliptic Equations inC¹Domains
• A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space
• Dirichlet problem for stochasticparabolic equations in smoothdomains
• Sobolev spaces with weights in domains and boundary value problems for degenerate elliptic equations
• Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces