English

$W^{2,p}$-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 Lp(Ω×(0,T),W2,p(G))L^{p}(\Omega\times(0,T),W^{2,p}(G))-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}
}

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20 pages