Sobolev space theory of SPDEs with continuous or measurable leading coefficients

Kyeong-Hun Kim

Stochastic Processes and their Applications, 2009, vol. 119, issue 1, 16-44

Abstract: We study stochastic partial differential equations with variable coefficients defined on and bounded C1 domains. For equations with continuous leading coefficients we give existence and uniqueness results in Lq(Lp)-spaces, where it is allowed for the powers of summability with respect to space and time variables to be different. For equations with measurable leading coefficients we give unique solvability in Lp-spaces.

Keywords: Stochastic; partial; differential; equations; Lq(Lp)-theory; Lp-theory; Sobolev; spaces; with; weights; Measurable; coefficients (search for similar items in EconPapers)
Date: 2009
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