$W^{2,p}$-solutions of parabolic SPDEs in general domains
Probability
2018-05-18 v1
Abstract
The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of -norms of solutions. The H\"older continuity of solutions and their derivatives is also obtained by embedding.
Keywords
Cite
@article{arxiv.1805.06586,
title = {$W^{2,p}$-solutions of parabolic SPDEs in general domains},
author = {Kai Du},
journal= {arXiv preprint arXiv:1805.06586},
year = {2018}
}
Comments
20 pages