On stochastic partial differential equations with variable coefficients in C1 domains

Stochastic partial differential equations with variable coefficients are considered in C1 domains. Existence and uniqueness results are given in Sobolev spaces with weights allowing the derivatives of the solutions to blow up near the boundary. The number of derivatives of the solution can be negative and fractional, and the coefficients of the equations are allowed to substantially oscillate or blow up near the boundary.

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Year of publication:	2004
Authors:	Kim, Kyeong-Hun
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 112.2004, 2, p. 261-283
Publisher:	Elsevier
Keywords:	Stochastic partial differential equations Sobolev spaces with weights C1 domains

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875576