On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces. (Q2574582): Difference between revisions

The authors consider a bilinear parabolic equation \[ \partial _tu=\frac 12a^{ij}\partial _{ij}u+b^i\partial _iu+cu-\lambda u+f+(hu+g)\,\dot W\tag{1} \] in the half-space \(O=\{x\in \mathbb R^d:x_d>0\}\) with the zero initial condition \(u(0,x)=0\), \(x\in O\), and the Dirichlet boundary condition \(u(t,x)=0\), \(t\geq 0\), \(x\in \partial O\), perturbed by a cylindrical Wiener process \(W\). The matrix \((a^{ij})\) is assumed to be symmetric, uniformly elliptic, bounded and Hölder continuous, while the other coefficients \(b^i\), \(c\), \(f\), \(h\) and \(g\) are Hölder-continuous-type random functions. It is shown that there exists a unique solution \(u\) of the equation (1) such that the \(L^p(\Omega )\)-valued function \((u(t,x):t\geq 0,x\in O)\) is two times differentiable in the space variable as a vector-valued function, its partial derivatives are continuous and bounded, and the second order derivatives are Hölder continuous in a certain weighted space. Moreover, Schauder-type estimates for the Hölder norm of the solution \(u\) and the time difference \(u(\cdot +h)-u(\cdot )\) are proved. This paper is closely related to the paper by \textit{R.\ Mikulevicius} [Ann.\ Probab.\ 28, 74-103 (2000; Zbl 1044.60050)] where the same results were obtained for the equation (1) considered on the whole space \(\mathbb R^d\).