On stochastic partial differential equations with variable coefficients in \(C^1\) domains (Q2485776)

The author considers the class of stochastic partial differential equations in a \(C^1\) domain \(G \subset \mathbb R^d\) \[ du=(a^{ij}u_{x^i x^j}+ b^i u_{x^i} + cu + f)dt + (\sigma^{ik} u_{x^i} + v^k u + g^k ) dW_t^k, \] \(t>0\), where \(w_t^k\) are independent one-dimensional Wiener processes and the coefficients \(a^{ij}, b^i, c\), \(\sigma^{ik}, v^k\) and the free terms \(f, g^k\) are random functions depending on \((t,x)\). The coefficients are only assumed to be measurable in (\(\omega,t\)) and can oscillate or blow up near the boundary. The author gives an existence and uniqueness result in Sobolev spaces with fractional positive or negative number of derivatives summable to the power \(p \geq 2\) with weights allowing the derivatives of the solutions to blow up near the boundary. This work is an extension to multi-dimensional cases of the paper by the author and \textit{N. V. Krylov} [Potential Anal. 21, No. 3, 209--239 (2004; Zbl 1059.60075)].