On stochastic partial differential equations with variable coefficients in C1 domains

Kyeong Hun Kim

doi:10.1016/j.spa.2004.02.006

On stochastic partial differential equations with variable coefficients in C¹ domains

Kyeong Hun Kim

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

49 Citations (Scopus)

Abstract

Stochastic partial differential equations with variable coefficients are considered in C¹ domains. Existence and uniqueness results are given in Sobolev spaces with weights allowing the derivatives of the solutions to blow up near the boundary. The number of derivatives of the solution can be negative and fractional, and the coefficients of the equations are allowed to substantially oscillate or blow up near the boundary.

Original language	English
Pages (from-to)	261-283
Number of pages	23
Journal	Stochastic Processes and their Applications
Volume	112
Issue number	2
DOIs	https://doi.org/10.1016/j.spa.2004.02.006
Publication status	Published - 2004 Aug
Externally published	Yes

Keywords

C domains
Sobolev spaces with weights
Stochastic partial differential equations

ASJC Scopus subject areas

Statistics and Probability
Modelling and Simulation
Applied Mathematics

Access to Document

10.1016/j.spa.2004.02.006

Cite this

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abstract = "Stochastic partial differential equations with variable coefficients are considered in C1 domains. Existence and uniqueness results are given in Sobolev spaces with weights allowing the derivatives of the solutions to blow up near the boundary. The number of derivatives of the solution can be negative and fractional, and the coefficients of the equations are allowed to substantially oscillate or blow up near the boundary.",

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KW - Sobolev spaces with weights

KW - Stochastic partial differential equations

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