Related papers: $W^{2,p}$-solutions of parabolic SPDEs in general …

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…

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…

This paper provides a comprehensive Sobolev regularity theory for the Dirichlet problem of stochastic partial differential equations in $C^{1,\sigma}$ open sets. We consider substantially large classes of nonlocal operators and generalized…

This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…

In this paper we will discuss the Dirichlet problem of nonlinear second order partial differential equations resolved with any derivatives. First, we transform it into generalized integral equations. Next, we discuss the existence of the…

We study second-order stochastic parabolic equations in a cylindrical domain with homogeneous Dirichlet boundary conditions. Under a natural compatibility condition on the gradient-type noise, we establish global Schauder estimates in…

We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…

We establish existence, uniqueness, and Sobolev and H\"older regularity results for the stochastic partial differential equation $$ du=\left(\sum_{i,j=1}^d a^{ij}u_{x^ix^j}+f^0+\sum_{i=1}^d f^i_{x^i}\right)dt+\sum_{k=1}^{\infty}g^kdw^k_t,…

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…

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…

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.

We prove the $W^{1,2}_p$-estimate and solvability for the Dirichlet problem of second-order parabolic equations in simple convex polytopes with time irregular coefficients, when $p\in (1,2]$. We also consider the corresponding Neumann…

We extend several known results on solvability in the Sobolev spaces $W^{1}_{p}$, $p\in[2,\infty)$, of SPDEs in divergence form in $\bR^{d}_{+}$ to equations having coefficients which are discontinuous in the space variable.

We consider the Dirichlet problem for a class of elliptic and parabolic equations in the upper-half space $\mathbb{R}^d_+$, where the coefficients are the product of $x_d^\alpha, \alpha \in (-\infty, 1),$ and a bounded uniformly elliptic…

We consider second-order elliptic equations in a half space with leading coefficients measurable in a tangential direction. We prove the $W^2_p$-estimate and solvability for the Dirichlet problem when $p\in (1,2]$, and for the Neumann…

In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev space $L^p(\Omega; C([0,T];W^{m,p}))$ with both $m\geq 1$ and…

In this paper we study parabolic stochastic partial differential equations defined on arbitrary bounded domain $\cO \subset \bR^d$ allowing Hardy inequality: $$ \int_{\cO}|\rho^{-1}g|^2\,dx\leq C\int_{\cO}|g_x|^2 dx, \quad \forall g\in…

Optimal second-order regularity in the space variables is established for solutions to Cauchy-Dirichlet problems for nonlinear parabolic equations and systems of $p$-Laplacian type, with square-integrable right-hand sides and initial data…

We study existence and regularity properties of solutions to the singular $p$-Laplacean parabolic system in a bounded domain $\Omega$. The main purpose is to prove global $L^r(\varepsilon,T;L^q(\Omega))$, $\varepsilon\geq0$, integrability…

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…