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We present several results on solvability in Sobolev spaces $W^{1}_{p}$ of SPDEs in divergence form in the whole space.

Probability · Mathematics 2008-08-15 N. V. Krylov

We consider divergence form uniformly parabolic SPDEs with bounded and measurable leading coefficients and possibly growing lower-order coefficients in the deterministic part of the equations. We look for solutions which are summable to the…

Probability · Mathematics 2009-08-13 N. V. Krylov

We present a result about solvability in $W^{2}_{p}$, $p>d$, in the whole space $\bR^{d}$ of Bellman's equations with VMO ``coefficients''. Parabolic equations are touched upon as well.

Analysis of PDEs · Mathematics 2010-01-12 N. V. Krylov

We prove the solvability in Sobolev spaces for both divergence and non-divergence form higher order parabolic and elliptic systems in the whole space, on a half space, and on a bounded domain. The leading coefficients are assumed to be…

Analysis of PDEs · Mathematics 2015-05-18 Hongjie Dong , Doyoon Kim

The solvability in $W^{2}_{p}(\bR^{d})$ spaces is proved for second-order elliptic equations with coefficients which are measurable in one direction and VMO in the orthogonal directions in each small ball with the direction depending on the…

Analysis of PDEs · Mathematics 2008-10-29 N. V. Krylov

The solvability in Sobolev spaces $W^{1,2}_p$ is proved for nondivergence form second order parabolic equations for $p>2$ close to 2. The leading coefficients are assumed to be measurable in the time variable and two coordinates of space…

Analysis of PDEs · Mathematics 2009-12-09 Hongjie Dong , N. V. Krylov

Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…

Analysis of PDEs · Mathematics 2019-03-14 Máté Gerencsér , István Gyöngy , Nicolai Krylov

The solvability in Sobolev spaces is proved for divergence form second order elliptic equations in the whole space, a half space, and a bounded Lipschitz domain. For equations in the whole space or a half space, the leading coefficients…

Analysis of PDEs · Mathematics 2009-11-13 Hongjie Dong , Doyoon Kim

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…

Probability · Mathematics 2018-05-18 Kai Du

We establish the solvability of second order divergence type parabolic systems in Sobolev spaces. The leading coefficients are assumed to be only measurable in one spatial direction on each small parabolic cylinder with the spatial…

Analysis of PDEs · Mathematics 2011-03-01 Hongjie Dong , Doyoon Kim

We consider second-order divergence form uniformly parabolic and elliptic PDEs with bounded and $VMO_{x}$ leading coefficients and possibly linearly growing lower-order coefficients. We look for solutions which are summable to the $p$th…

Analysis of PDEs · Mathematics 2009-09-30 N. V. Krylov

By using some recent results for divergence form equations, we study the $L_p$-solvability of second-order elliptic and parabolic equations in nondivergence form for any $p\in (1,\infty)$. The leading coefficients are assumed to be in…

Analysis of PDEs · Mathematics 2012-02-02 Hongjie Dong

Second order parabolic equations in Sobolev spaces with mixed norms are studied. The leading coefficients (except $a^{11}$) are measurable in both time and one spatial variable, and VMO in the other spatial variables. The coefficient…

Analysis of PDEs · Mathematics 2007-06-05 Doyoon Kim

We establish the unique solvability of solutions in Sobolev spaces to linear parabolic equations in a more general form than those in the literature. A distinguishing feature of our equations is the inclusion of a half-order time derivative…

Analysis of PDEs · Mathematics 2024-11-26 Pilgyu Jung , Doyoon Kim

We prove the $W^{1,2}_{p}$-solvability of second order parabolic equations in nondivergence form in the whole space for $p\in (1,\infty)$. The leading coefficients are assumed to be measurable in one spatial direction and have vanishing…

Analysis of PDEs · Mathematics 2008-11-26 Hongjie Dong

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

The solvability in Sobolev spaces is proved for divergence form complex-valued higher order parabolic systems in the whole space, on a half space, and on a Reifenberg flat domain. The leading coefficients are assumed to be merely measurable…

Analysis of PDEs · Mathematics 2012-02-02 Hongjie Dong , Doyoon Kim

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

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

We study a class of degenerate parabolic and elliptic equations in divergence form in the upper half space $\{x_d>0\}$. The leading coefficients are of the form $x_d^2a_{ij}$, where $a_{ij}$ are bounded, uniformly elliptic, and measurable…

Analysis of PDEs · Mathematics 2025-06-05 Hongjie Dong , Junhee Ryu
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