On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
From MaRDI portal
Publication:2340314
Initial value problems for systems of linear first-order PDEs (35F40) Initial value problems for second-order parabolic systems (35K45) Degenerate parabolic equations (35K65) PDEs with randomness, stochastic partial differential equations (35R60) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Abstract: Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric hyperbolic systems.
Recommendations
- Parabolic SPDEs degenerating on the boundary of nonsmooth domain
- Degenerate parabolic stochastic partial differential equations
- \(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space
- On a strong uniqueness of solutions of degenerate stochastic differential equations
- Degenerate SDEs in Hilbert spaces with rough drifts
Cites work
- L_p-estimates for SPDE with discontinuous coefficients in domains
- A W₂^1-theory of stochastic partial differential systems of divergence type on C^1 domains
- Characteristics of degenerate second-order parabolic Ito equations
- Existence and uniqueness for stochastic 2D Euler flows with bounded vorticity
- Expansion of solutions of parameterized equations and acceleration of numerical methods
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 1302005 (Why is no real title available?)
- scientific article; zbMATH DE number 2034520 (Why is no real title available?)
- scientific article; zbMATH DE number 3275964 (Why is no real title available?)
- Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes
- Lq(Lp) -THEORY OF PARABOLIC PDEs WITH VARIABLE COEFFICIENTS
- On SPDE's and superdiffusions
- On stochastic equations with respect to semimartingales I.†
- On stochastic finite difference schemes
- ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
- Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations
- SPDEs in \(L_q(\mskip-2mu(0,\tau], L_p)\) spaces
- Stochastic Equations in Infinite Dimensions
- Stochastic evolution equations
- Stochastic integrals for SPDEs: a comparison
- Stochastic partial differential equations with unbounded coefficients and applications. III
Cited in
(30)- A Feynman-Kac formula for stochastic Dirichlet problems
- On the second order derivative estimates for degenerate parabolic equations
- A solution theory for a general class of SPDEs
- On \(L_p\)-solvability of stochastic integro-differential equations
- Solution existence and uniqueness for degenerate SDEs with application to Schrödinger-equation representations
- An L_p-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations
- The stochastic thin-film equation: existence of nonnegative martingale solutions
- On solvability of integro-differential equations
- Kernel-based collocation methods for Zakai equations
- Supremum estimates for degenerate, quasilinear stochastic partial differential equations
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes
- Degenerate SDEs in Hilbert spaces with rough drifts
- Linear stochastic degenerate Sobolev equations and applications†
- On some properties of space inverses of stochastic flows
- Higher order spatial approximations for degenerate parabolic stochastic partial differential equations
- Localization errors in solving stochastic partial differential equations in the whole space
- ON STOCHASTIC EQUATIONS WITH DEGENERATE DIFFUSION WITH RESPECT TO SOME OF THE VARIABLES
- scientific article; zbMATH DE number 4042979 (Why is no real title available?)
- Semismooth Potentials of Stochastic Systems With Degenerate Diffusions
- Stochastic evolution systems with constant coefficients
- Finite difference schemes for stochastic partial differential equations in Sobolev spaces
- Pathwise solutions for fully nonlinear first- and second-order partial differential equations with multiplicative rough time dependence
- Stochastic degenerate Sobolev equations: well posedness and exact controllability
- Estimates in \(L_p\) for solutions of SPDEs with coefficients in Morrey classes
- Solvability of the stochastic Degasperis-Procesi equation
- A sharp \(L_p\)-regularity result for second-order stochastic partial differential equations with unbounded and fully degenerate leading coefficients
- Well-posedness for a stochastic 2D Euler equation with transport noise
- Solution theory to semilinear parabolic stochastic partial differential equations with polynomially bounded coefficients
- A weighted L_q(L_p)-theory for fully degenerate second-order evolution equations with unbounded time-measurable coefficients
- Lagrangian averaged stochastic advection by Lie transport for fluids
This page was built for publication: On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2340314)
