On stochastic partial differential equations with unbounded coefficients
type: Item
instance of: scholarly article
title: On stochastic partial differential equations with unbounded coefficients
zbMATH Open document ID: 0783.60057
DOI: 10.1007/BF00269509
author: István Gyöngy
author: N. V. Krylov
published in: Potential Analysis
publication date: 1993-05-26T00:00:00Z
review text: Existence, uniqueness and approximations of parabolic Itô equations are considered. The well-weighted Sobolev spaces are used. In particular stochastic partial differential equations (SPDE) with unbounded coefficients, SPDE whose coefficients grow faster than linear functions and SPDE on manifolds are discussed.
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 109455
zbMATH Keywords: Sobolev spaces
zbMATH Keywords: parabolic Itô equations
zbMATH Keywords: stochastic partial differential equations
reviewed by: Wilfried Grecksch
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 109455