Sobolev space theory of SPDEs with continuous or measurable leading coefficients

Research output: Contribution to journalArticle

7 Citations (Scopus)

Abstract

We study stochastic partial differential equations with variable coefficients defined on Rd, R+d and bounded C1 domains. For equations with continuous leading coefficients we give existence and uniqueness results in Lq (Lp)-spaces, where it is allowed for the powers of summability with respect to space and time variables to be different. For equations with measurable leading coefficients we give unique solvability in Lp-spaces.

Original languageEnglish
Pages (from-to)16-44
Number of pages29
JournalStochastic Processes and their Applications
Volume119
Issue number1
DOIs
Publication statusPublished - 2009 Jan 1

Fingerprint

Sobolev spaces
Lp Spaces
Sobolev Spaces
Partial differential equations
Unique Solvability
Stochastic Partial Differential Equations
Existence and Uniqueness Results
Summability
Coefficient
Variable Coefficients
Bounded Domain

Keywords

  • L-theory
  • L (L)-theory
  • Measurable coefficients
  • Sobolev spaces with weights
  • Stochastic partial differential equations

ASJC Scopus subject areas

  • Applied Mathematics
  • Modelling and Simulation
  • Statistics and Probability

Cite this

Sobolev space theory of SPDEs with continuous or measurable leading coefficients. / Kim, Kyeong Hun.

In: Stochastic Processes and their Applications, Vol. 119, No. 1, 01.01.2009, p. 16-44.

Research output: Contribution to journalArticle

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