On Divergence Form SPDEs with VMO Coefficients

DOI10.1137/080726902zbMath1195.60091arXiv0806.1925OpenAlexW2067406217MaRDI QIDQ3648571

Nicolai V. Krylov

Publication date: 27 November 2009

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.1925

zbMATH Keywords

Sobolev spacesstochastic partial differential equationsdivergence equations

Mathematics Subject Classification ID

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

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Elliptic and parabolic equations with measurable coefficients in weighted Sobolev spaces ⋮ An \(L_p\)-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations ⋮ Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights ⋮ Estimates in \(L_p\) for solutions of SPDEs with coefficients in Morrey classes ⋮ Global weighted regularity estimates for higher‐order elliptic and parabolic systems ⋮ Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes ⋮ An \(L_p\)-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order ⋮ Stochastic maximal regularity for rough time-dependent problems ⋮ On divergence form SPDEs with VMO coefficients in a half space

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