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相关论文: A $W^n_2$-Theory of Stochastic Parabolic Partial D…

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In this paper second-order elliptic and parabolic partial differential systems are considered on $C^1$ domains. Existence and uniqueness results are obtained in terms of Sobolev spaces with weights so that we allow the derivatives of the…

偏微分方程分析 · 数学 2010-07-23 Kyeong-Hun Kim , Kijung Lee

In this paper we study the stochastic partial differential systems of divergence type with $C^1$ space domains in $\bR^d$. Existence and uniqueness results are obtained in terms of Sobolev spaces with weights so that we allow the…

概率论 · 数学 2010-07-23 Kyeong-Hun Kim , Kijung Lee

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…

概率论 · 数学 2011-09-23 Kyeong-Hun Kim

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…

概率论 · 数学 2009-10-24 Kai Du , Shanjian Tang

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…

概率论 · 数学 2010-06-14 Kai Du , Shanjian Tang

In this paper we present a weighted $L_p$-theory of parabolic systems on a half space. The leading coefficients are assumed to be only measurable in $t$ and have small bounded mean oscillations (BMO) with respect to $x$, and the lower order…

偏微分方程分析 · 数学 2022-01-21 Doyoon Kim , Kyeong-Hun Kim , Kijung Lee

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…

概率论 · 数学 2018-05-18 Kai Du

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…

概率论 · 数学 2017-05-05 Ildoo Kim , Kyeong-hun Kim

In this paper we present a weighted $L_p$-theory of second-order parabolic partial differential equations defined on $C^1$ domains. The leading coefficients are assumed to be measurable in time variable and have VMO (vanishing mean…

偏微分方程分析 · 数学 2012-08-14 Kyeong-Hun Kim , Kijung Lee

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness results are given in the Sobolev space $H^n$ ($=W^n_2$) under…

概率论 · 数学 2009-11-09 Kai Du , Qingxin Meng

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…

偏微分方程分析 · 数学 2019-03-14 Máté Gerencsér , István Gyöngy , Nicolai Krylov

In this paper, the existence of parabolic boundary points of certain convex domains in $\mathbb C^2$ is given. On the other hand, the nonexistence of parabolic boundary points of infinite type of certain domains in $\mathbb C^2$ is also…

复变函数 · 数学 2009-06-30 François Berteloot , Ninh Van Thu

In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the…

概率论 · 数学 2013-07-16 Annika Lang , Stig Larsson , Christoph Schwab

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,…

概率论 · 数学 2022-09-20 Kyeong-Hun Kim , Kijung lee , Jinsol Seo

In this paper we develop a Fefferman-Stein theorem, a Hardy-Littlewood theorem and sharp function estimations in weighted Sobolev spaces. We also provide uniqueness and existence results for second-order elliptic and parabolic partial…

偏微分方程分析 · 数学 2012-04-12 Kyeong-Hun Kim , Kijung Lee

This paper is concerned with the blowup phenomenon of stochastic parabolic equations both on bounded domain and in the whole space. We introduce a new method to study the blowup phenomenon on bounded domain. Comparing with the existing…

偏微分方程分析 · 数学 2019-02-21 Guangying Lv , Jinlong Wei

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…

偏微分方程分析 · 数学 2014-03-12 Hongjie Dong , Doyoon Kim

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…

偏微分方程分析 · 数学 2011-03-01 Hongjie Dong , Doyoon Kim

We present weighted Sobolev spaces and prove a trace theorem for the spaces. As an application, we discuss non-zero boundary value problems for parabolic equations. The weighted parabolic Sobolev spaces we consider are designed, in…

偏微分方程分析 · 数学 2021-05-12 Doyoon Kim , Kyeong-Hun Kim , Kwan Woo

In this article we present an $L_p$-theory ($p\geq 2$) for the time-fractional quasi-linear stochastic partial differential equations (SPDEs) of type $$ \partial^{\alpha}_tu=L(\omega,t,x)u+f(u)+\partial^{\beta}_t \sum_{k=1}^{\infty}\int^t_0…

概率论 · 数学 2016-05-09 Ildoo Kim , Kyeong-Hun Kim , Sungbin Lim
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