On stochastic partial differential equations with unbounded coefficients
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.
stochastic partial differential equations
scientific article; zbMATH DE number 109455
scientific article