Sobolev space theory of SPDEs with continuous or measurable leading coefficients

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.

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Year of publication:	2009
Authors:	Kim, Kyeong-Hun
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 1, p. 16-44
Publisher:	Elsevier
Keywords:	Stochastic partial differential equations Lq(Lp)-theory Lp-theory Sobolev spaces with weights Measurable coefficients

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

Persistent link: https://www.econbiz.de/10008875173