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Related papers: On divergence form SPDEs with VMO coefficients

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In the present article, solvability in Sobolev spaces is investigated for a class of degenerate stochastic integro-differential equations of parabolic type. Existence and uniqueness is obtained, and estimates are given for the solution.

Probability · Mathematics 2014-06-24 Konstantinos Dareiotis

We present several results on the smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…

Probability · Mathematics 2009-03-06 N. V. Krylov

We study the interpolation property of Sobolev spaces of order 1 denoted by $W^{1}_{p,V}$, arising from Schr\"{o}dinger operators with positive potential. We show that for $1\leq p_1<p<p_2<q_{0}$ with $p>s_0$, $W^{1}_{p,V}$ is a real…

Functional Analysis · Mathematics 2008-04-12 Nadine Badr

We present the unique solvability in Sobolev spaces of time fractional parabolic equations in divergence and non-divergence forms. The leading coefficients are merely measurable in $(t,x_1)$ for $a^{ij}$, $1 \leq i,j \leq d$, $(i,j) \neq…

Analysis of PDEs · Mathematics 2023-03-06 Hongjie Dong , Doyoon Kim

For solutions of a certain class of SPDEs in divergence form we present some estimates of their $L_{p}$-norms and the $L_{p}$-norms of their first-order derivatives. The main novelty is that the low-order coefficients are supposed to belong…

Probability · Mathematics 2022-01-26 N. V. Krylov

We prove the unique solvability in weighted Sobolev spaces of non-divergence form elliptic and parabolic equations on a half space with the homogeneous Neumann boundary condition. All the leading coefficients are assumed to be only…

Analysis of PDEs · Mathematics 2015-02-20 Hongjie Dong , Doyoon Kim , Hong Zhang

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…

Probability · Mathematics 2025-11-21 Rajeev Bhaskaran , Stefan Tappe

This paper introduces first order Sobolev spaces on certain rectifiable varifolds. These complete locally convex spaces are contained in the generally nonlinear class of generalised weakly differentiable functions and share key functional…

Classical Analysis and ODEs · Mathematics 2017-05-25 Ulrich Menne

In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs…

Probability · Mathematics 2010-07-21 Zhen-Qing Chen , Kyeong-Hun Kim

Our goal in this article is to construct HK-Sobolev spaces on $\R^\infty$ which contains Sobolev spaces as dense embedding. We discuss that the sequence of weak solution of Sobolev spaces are convergence strongly in HK-Sobolev space. Also,…

Functional Analysis · Mathematics 2021-07-27 Bipan Hazarika , Hemanta Kalita

In this paper, we extend the fractional Sobolev spaces with variable exponents $W^{s,p(x,y)}$ to include the general fractional case $W^{K,p(x,y)}$, where $p$ is a variable exponent, $s\in (0,1)$ and $K$ is a suitable kernel. We are…

Analysis of PDEs · Mathematics 2019-12-02 Elhoussine Azroul , Abdelmoujib Benkirane , Mohammed Shimi

We prove the Lp,q-solvability of parabolic equations in divergence form with full lower-order terms. The coefficients and non-homogeneous terms belong to mixed Lebesgue spaces with the lowest integrability conditions. In particular, the…

Analysis of PDEs · Mathematics 2022-03-02 Doyoon Kim , Seungjin Ryu , Kwan Woo

The solvability in Sobolev spaces with special mixed norms is proved for nondivergence form second order parabolic equations. The leading coefficients are assumed to be measurable in the time variable and two coordinates of space variables,…

Probability · Mathematics 2019-02-07 N. V. Krylov

In this paper we present a new characterization of the Sobolev space $W^{1,p}$, $1<p<\infty$ which is a higher dimensional version of a result of Waterman. We also provide a new and simplified proof of a recent result of Alabern, Mateu and…

Functional Analysis · Mathematics 2014-11-12 Piotr Hajłasz , Zhuomin Liu

For each $p>n$ we use local oscillations and doubling measures to give intrinsic characterizations of the restriction of the Sobolev space $W_p^1(R^n)$ to an arbitrary closed subset of $R^n$.

Functional Analysis · Mathematics 2008-06-17 Pavel Shvartsman

We prove the unique solvability of second order elliptic equations in non-divergence form in Sobolev spaces. The coefficients of the second order terms are measurable in one variable and VMO in other variables. From this result, we obtain…

Analysis of PDEs · Mathematics 2007-05-23 Doyoon Kim , N. V. Krylov

We consider both divergence and non-divergence parabolic equations on a half space in weighted Sobolev spaces. All the leading coefficients are assumed to be only measurable in the time and one spatial variable except one coefficient, which…

Analysis of PDEs · Mathematics 2014-03-12 Hongjie Dong , Doyoon Kim

In this article we prove completeness results for Sobolev metrics with nonconstant coefficients on the space of immersed curves and on the space of unparametrized curves. We provide necessary as well as sufficient conditions for the…

Differential Geometry · Mathematics 2017-05-24 Martins Bruveris , Jakob Møller-Andersen

We recall some known and present several new results about Sobolev spaces defined with respect to a measure, in particular a precise pointwise description of the tangent space to this measure in dimension 1. This allows to obtain an…

Analysis of PDEs · Mathematics 2016-12-20 Jean Louet

We investigate the unique solvability of second order parabolic equations in non-divergence form in $W_p^{1,2}((0,T) \times \bR^d)$, $p \ge 2$. The leading coefficients are only measurable in either one spatial variable or time and one…

Analysis of PDEs · Mathematics 2015-06-26 Doyoon Kim , N. V. Krylov