Parabolic spdes degenerating on the boundary of non-smooth domain

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2 Citations (Scopus)

Abstract

Degenerate stochastic partial differential equations of divergence and non-divergence forms are considered in non-smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces, and Hölder estimates of the solutions are presented.

Original languageEnglish
Pages (from-to)563-584
Number of pages22
JournalElectronic Journal of Probability
Volume11
DOIs
Publication statusPublished - 2006 Jan 1

Keywords

  • Spdes degenerating on the boundary
  • Weighted Sobolev spaces

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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