Linear stochastic parabolic equations, degenerating on the boundary of a domain

DOI10.1214/EJP.V6-97zbMATH Open1008.60078OpenAlexW2023555431MaRDI QIDQ1858641FDOQ1858641

Authors: S. V. Lototsky 

Publication date: 13 February 2003

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122493

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zbMATH Keywords

weighted spacesnonlinear filtering\(L_p\) estimates

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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• Sobolev space theory of SPDEs with continuous or measurable leading coefficients
• Parabolic SPDEs degenerating on the boundary of nonsmooth domain
• An \(L_{p}\)-theory of stochastic PDEs of divergence form on Lipschitz domains
• Large portfolio asymptotics for loss from default
• A weighted Sobolev space theory of parabolic stochastic PDEs on non-smooth domains
• \(L_p\)-theory of parabolic SPDEs degenerating on the boundary of \(C^{1}\) domains
• An \(L_p\)-theory of SPDEs on Lipschitz domains
• On degenerate linear stochastic evolution equations driven by jump processes
• Some \(L_p\) and Hölder estimates for divergence type nonlinear SPDEs on \(C^1\)-domains
• Linear parabolic equations with strong boundary degeneration
• A regularity theory for quasi-linear stochastic PDE\(\mathbf{s}\) in weighted Sobolev spaces
• Sobolev Space Theory of Parabolic Equations Degenerating on the Boundary ofC¹Domains
• Linear stochastic degenerate Sobolev equations and applications^†
• Elliptic equations with nonzero boundary conditions in weighted Sobolev spaces
• On stochastic partial differential equations with variable coefficients in \(C^1\) domains

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