A note on Wpγ -theory of linear stochastic parabolic partial differential systems

Kyeong Hun Kim; Kijung Lee

doi:10.1016/j.spa.2012.08.016

A note on Wpγ -theory of linear stochastic parabolic partial differential systems

Kyeong Hun Kim, Kijung Lee

Research output: Contribution to journal › Article › peer-review

10 Citations (Scopus)

Abstract

In this article we construct a Wpγ-theory of linear stochastic parabolic partial differential systems. Here, p∈[2,∞) and γ∈(-∞,∞). We also provide an example to show that for stochastic systems we need more restriction than the algebraic condition which ensures that diffusion survives against wild convection.

Original language	English
Pages (from-to)	76-90
Number of pages	15
Journal	Stochastic Processes and their Applications
Volume	123
Issue number	1
DOIs	https://doi.org/10.1016/j.spa.2012.08.016
Publication status	Published - 2013 Jan

Bibliographical note

Funding Information:
The authors are deeply grateful for the support and encouragement of their teacher, Prof. Krylov, ever since the graduate student years. The research of the first author was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2011-0027230 ). The research of the second author was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2011-0005597 ).

Keywords

Linear stochastic parabolic partial differential system
Wpγ theory

ASJC Scopus subject areas

Statistics and Probability
Modelling and Simulation
Applied Mathematics

Access to Document

10.1016/j.spa.2012.08.016

Cite this

@article{b61a2466f64c4aedb1c6ddefdf4cf765,

title = "A note on Wpγ -theory of linear stochastic parabolic partial differential systems",

abstract = "In this article we construct a Wpγ-theory of linear stochastic parabolic partial differential systems. Here, p∈[2,∞) and γ∈(-∞,∞). We also provide an example to show that for stochastic systems we need more restriction than the algebraic condition which ensures that diffusion survives against wild convection.",

keywords = "Linear stochastic parabolic partial differential system, Wpγ theory",

author = "Kim, {Kyeong Hun} and Kijung Lee",

note = "Funding Information: The authors are deeply grateful for the support and encouragement of their teacher, Prof. Krylov, ever since the graduate student years. The research of the first author was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2011-0027230 ). The research of the second author was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2011-0005597 ). ",

year = "2013",

month = jan,

doi = "10.1016/j.spa.2012.08.016",

language = "English",

volume = "123",

pages = "76--90",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - A note on Wpγ -theory of linear stochastic parabolic partial differential systems

AU - Kim, Kyeong Hun

AU - Lee, Kijung

N1 - Funding Information: The authors are deeply grateful for the support and encouragement of their teacher, Prof. Krylov, ever since the graduate student years. The research of the first author was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2011-0027230 ). The research of the second author was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2011-0005597 ).

PY - 2013/1

Y1 - 2013/1

N2 - In this article we construct a Wpγ-theory of linear stochastic parabolic partial differential systems. Here, p∈[2,∞) and γ∈(-∞,∞). We also provide an example to show that for stochastic systems we need more restriction than the algebraic condition which ensures that diffusion survives against wild convection.

AB - In this article we construct a Wpγ-theory of linear stochastic parabolic partial differential systems. Here, p∈[2,∞) and γ∈(-∞,∞). We also provide an example to show that for stochastic systems we need more restriction than the algebraic condition which ensures that diffusion survives against wild convection.

KW - Linear stochastic parabolic partial differential system

KW - Wpγ theory

UR - http://www.scopus.com/inward/record.url?scp=84866482766&partnerID=8YFLogxK

U2 - 10.1016/j.spa.2012.08.016

DO - 10.1016/j.spa.2012.08.016

M3 - Article

AN - SCOPUS:84866482766

SN - 0304-4149

VL - 123

SP - 76

EP - 90

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 1

ER -

A note on Wpγ -theory of linear stochastic parabolic partial differential systems

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this