W^2, p-solutions of parabolic SPDEs in general domains

DOI10.1016/J.SPA.2018.12.015zbMATH Open1471.60098arXiv1805.06586OpenAlexW2964096507MaRDI QIDQ2289775FDOQ2289775

Authors: Kai Du 

Publication date: 24 January 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of $L^p(Omegaimes(0,T),W^{2,p}(G))$-norms of solutions. The H"older continuity of solutions and their derivatives is also obtained by embedding.

Full work available at URL: https://arxiv.org/abs/1805.06586

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zbMATH Keywords

stochastic partial differential equationsDirichlet problemunbounded domains\(L^p\) estimatescompatibility conditions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) A priori estimates in context of PDEs (35B45) Smoothness and regularity of solutions to PDEs (35B65) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (15)

• On the boundedness of solutions of SPDEs
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• Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation
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• Hegselmann-Krause model with environmental noise
• On the generalized stochastic Dirichlet problem. I: The stochastic weak maximum principle
• Title not available (Why is that?)
• A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle

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