A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space
نویسندگان
چکیده
Equations of the form du = (auxixj +Dif i) dt+ ∑ k (σuxi + g k) dwk t are considered for t > 0 and x ∈ R+. The unique solvability of these equations is proved in weighted Sobolev spaces with fractional positive or negative derivatives, summable to the power p ∈ [2,∞).
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ورودعنوان ژورنال:
- SIAM J. Math. Analysis
دوره 31 شماره
صفحات -
تاریخ انتشار 1999