A W2n-theory of the Dirichlet problem for SPDEs in general smooth domains

N. V. Krylov

Research output: Contribution to journalArticlepeer-review

70 Scopus citations

Abstract

Stochastic partial differential equations in smooth domains are considered in functional spaces of Sobolev type. The spaces are defined with the help of certain weights, which allow the derivatives of functions from these spaces to blow up near the boundary. Existence and uniqueness theorems are obtained.

Original languageEnglish (US)
Pages (from-to)389-421
Number of pages33
JournalProbability Theory and Related Fields
Volume98
Issue number3
DOIs
StatePublished - Sep 1994

Keywords

  • Mathematics Subject Classification (1991): 60H15, 35R60

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