Lp-estimates for stochastic pdes with discontinuous coefficients

DOI10.1080/07362999908809629zbMath0960.60056OpenAlexW2085594409MaRDI QIDQ4261541

Hyek Yoo

Publication date: 2 September 1999

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

Full work available at URL: https://doi.org/10.1080/07362999908809629

zbMATH Keywords

Sobolev embedding theoremdivergence form

Mathematics Subject Classification ID

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

Related Items (4)

A class of backward doubly stochastic differential equations with discontinuous coefficients ⋮ Sobolev space theory of SPDEs with continuous or measurable leading coefficients ⋮ OnL_p-Theory of stochastic partialdifferential equations of divergence form with continuous coefficients ⋮ The second-order parabolic PDEs with singular coefficients and applications

Cites Work

• Unnamed Item
• Theory of function spaces
• Stochastic partial differential equations and diffusion processes
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• On $L_p $-Theory of Stochastic Partial Differential Equations in the Whole Space

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