Title
A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space
Abstract
Equations of the form du = (a(ij)u(xixj) +D(i)f(i)) dt + Sigma(k) (sigma(ik)u(xi) + g(k)) dw(t)(k) are considered for t > 0 and x is an element of R-+(d). The unique solvability of these equations is proved in weighted Sobolev spaces with fractional positive or negative derivatives, summable to the power p is an element of [2, infinity).
Year
DOI
Venue
1999
10.1137/S0036141098338843
SIAM JOURNAL ON MATHEMATICAL ANALYSIS
Keywords
DocType
Volume
stochastic partial differential equations,Sobolev spaces with weights
Journal
31
Issue
ISSN
Citations 
1
0036-1410
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
N. V. Krylov1511.53
S. V. Lototsky200.34