On stochastic partial differential equations with unbounded coefficients (Q1202910)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic partial differential equations with unbounded coefficients |
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On stochastic partial differential equations with unbounded coefficients (English)
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26 May 1993
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Existence, uniqueness and approximations of parabolic Itô equations are considered. The well-weighted Sobolev spaces are used. In particular stochastic partial differential equations (SPDE) with unbounded coefficients, SPDE whose coefficients grow faster than linear functions and SPDE on manifolds are discussed.
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Sobolev spaces
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parabolic Itô equations
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stochastic partial differential equations
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