L_p-theory of parabolic SPDEs degenerating on the boundary of C^1 domains

DOI10.1007/S10959-007-0098-6MaRDI QIDQ2481401zbMATH OpenOpenAlexFDO

Authors Kyeong-Hun Kim

Publication date 9 April 2008

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-007-0098-6

zbMATH Keywords

Hölder estimatesSPDEs degenerating on the boundaryWeighted Sobolev spaces

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites work

• \(L_{q}\) (\(L_{p}\)) theory and Hölder estimates for parabolic SPDEs
• A note on Krylov's L_p-theory for systems of SPDEs
• A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space
• BOUNDARY VALUE PROBLEMS FOR ELLIPTIC EQUATIONS DEGENERATE ON THE BOUNDARY OF A DOMAIN
• Dirichlet problem for stochasticparabolic equations in smoothdomains
• scientific article; zbMATH DE number 1302005 (Why is no real title available?)
• scientific article; zbMATH DE number 762608 (Why is no real title available?)
• Linear stochastic parabolic equations, degenerating on the boundary of a domain
• On stochastic partial differential equations with variable coefficients in C^1 domains
• On The Sobolev Space Theory of Parabolic and Elliptic Equations inC¹Domains
• Parabolic equations with unbounded coefficients
• Parabolic SPDEs degenerating on the boundary of nonsmooth domain
• Sobolev spaces with weights in domains and boundary value problems for degenerate elliptic equations
• Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces
• Stochastic partial differential equations and filtering of diffusion processes
• Weighted sobolev spaces and laplace's equation and the heat equations in a half space

Cited in

(5)

• L_p-estimates for SPDE with discontinuous coefficients in domains
• On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes
• Large portfolio asymptotics for loss from default
• Sobolev estimates for parabolic and elliptic equations in divergence form with degenerate coefficients
• Parabolic SPDEs degenerating on the boundary of nonsmooth domain

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