A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space
From MaRDI portal
Publication:4701927
DOI10.1137/S0036141098338843zbMath0943.60047OpenAlexW4240752643MaRDI QIDQ4701927
Sergey V. Lototsky, Nicolai V. Krylov
Publication date: 23 November 1999
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036141098338843
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items
Elliptic and parabolic equations with measurable coefficients in weighted Sobolev spaces, A stochastic partial differential equation model for the pricing of mortgage-backed securities, An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\), An \(L_p\)-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations, On initial-boundary value problem of the stochastic heat equation in Lipschitz cylinders, Neumann problem for non-divergence elliptic and parabolic equations with \(\mathrm{BMO}_x\) coefficients in weighted Sobolev spaces, Regularity of solutions of abstract linear evolution equations, Existence results for linear evolution equations of parabolic type, Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence*, An \(L _{2}\)-theory for a class of SPDEs driven by Lévy processes, A regularity theory for quasi-linear stochastic PDE\(\mathbf{s}\) in weighted Sobolev spaces, Linear parabolic equations with strong boundary degeneration, A \(W^n_2\)-theory of elliptic and parabolic partial differential systems in \(C^1\) domains, A \({W}^{n}_{2}\)-theory of stochastic parabolic partial differential systems on \(C ^{1}\)-domains, A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on \(C^1\)-domains, Unnamed Item, A weighted Sobolev space theory of parabolic stochastic PDEs on non-smooth domains, Singular behavior of the solution to the stochastic heat equation on a polygonal domain, A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL, Lp-Theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion, Elliptic equations with nonzero boundary conditions in weighted Sobolev spaces, An \(L_p\)-theory of SPDEs on Lipschitz domains, \(L_p\)-theory of parabolic SPDEs degenerating on the boundary of \(C^{1}\) domains, Sobolev Space Theory of Parabolic Equations Degenerating on the Boundary ofC1Domains, On stochastic partial differential equations with variable coefficients in \(C^1\) domains, On \(L_p\)-theory of stochastic partial differential equations of divergence form in \(C^1\) domains, Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces, A weighted \(L_p\)-theory for divergence type parabolic PDEs with BMO coefficients on \(C^1\)-domains, Schauder-type estimates for higher-order parabolic SPDEs, On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs, On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces, Some \(L_p\) and Hölder estimates for divergence type nonlinear SPDEs on \(C^1\)-domains, A weighted Sobolev regularity theory of the parabolic equations with measurable coefficients on conic domains in \(\mathbb{R}^d\), Sobolev space theory of SPDEs with continuous or measurable leading coefficients, \(W^{2, p}\)-solutions of parabolic SPDEs in general domains, A \(W_p^n\)-theory of parabolic equations with unbounded leading coefficients on non-smooth domains, An \(L_{p}\)-theory of stochastic PDEs of divergence form on Lipschitz domains, Stochastic maximal regularity for rough time-dependent problems, On divergence form SPDEs with VMO coefficients in a half space, On the regularity of the stochastic heat equation on polygonal domains in \(\mathbb{R}^2\), Parabolic systems with measurable coefficients in weighted Sobolev spaces, Sobolev space theory and Hölder estimates for the stochastic partial differential equations on conic and polygonal domains, On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces., Parabolic and elliptic equations with singular or degenerate coefficients: The Dirichlet problem, A weighted \(L_p\)-theory for second-order parabolic and elliptic partial differential systems on a half space