On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces.

DOI10.1016/S0304-4149(03)00042-5zbMath1075.60543MaRDI QIDQ2574582

Remigijus Mikulevičius, H. Pragarauskas

Publication date: 29 November 2005

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

zbMATH Keywords

parabolic stochastic partial differential equationsSchauder apriori estimates

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs ⋮ On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs ⋮ On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces ⋮ Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process ⋮ On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces

Cites Work

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• On the Cauchy problem for parabolic SPDEs in Hölder classes.
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• A Sobolev Space Theory of SPDE with Constant Coefficients on a Half Line
• A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space
• Dirichlet problem for stochasticparabolic equations in smoothdomains
• On the optimal filtering of diffusion processes
• Stochastic Equations in Infinite Dimensions

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