A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space

نویسندگان

  • Nicolai V. Krylov
  • Sergey V. Lototsky
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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عنوان ژورنال:
  • SIAM J. Math. Analysis

دوره 31  شماره 

صفحات  -

تاریخ انتشار 1999