Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces (Q5940313)
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scientific article; zbMATH DE number 1624797
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English | Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces |
scientific article; zbMATH DE number 1624797 |
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Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces (English)
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24 February 2002
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In a series of papers, the author has recently investigated regularity of solutions to stochastic partial differential equations of the type \[ du = \left\{\sum^{d}_{i,j=1} a_{ij}(t,x)\partial_{x_{i}x_{j}}u + f(t,x,u)\right\}dt + \sum^\infty_{k=1} g^{k}(t,x,u) dw^{k}_{t}, \quad t>0, \;x\in\mathbb R^{d}_{+}, \tag{1} \] with a boundary condition \(u=0\) on \(\partial\mathbb R^{d}_{+}= \{x_1 = 0\}\), where \(\mathbb R^{d}_{+} = \{(x_1,x')\); \(x_1>0\), \(x^\prime\in\mathbb R^{d-1}\}\), \(w^{k}\) are independent one-dimensional standard Wiener processes, and the nonlinear terms \(f\), \(g^{k}\) are in general random. Towards this end, he introduced a scale of weighted Sobolev type spaces which make it possible to describe the behaviour of solutions to (1) near \(\partial \mathbb R^{d}_{+}\). In the paper under review, these investigations are refined by establishing further properties of functions belonging to stochastic Sobolev spaces \(\mathfrak H^{\gamma,q}_{p,\theta}(\tau)\). Even in the deterministic case \(g^{k}\equiv 0\) the resulting estimates on solutions to (1) seem to be stronger than those previously available.
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weighted Sobolev spaces
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embedding theorems
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stochastic Sobolev spaces
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stochastic partial differential equations
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