The solvability in the Sobolev spaces W1,2p, p > d +1, of the terminalboundary value problem is proved for a class of fully nonlinear parabolic equations, including parabolic Bellman's equations, in bounded cylindrical domains, in the case of VMO " coefficients" . The solvability in W2p, p > d, of the corresponding elliptic boundary-value problem is also obtained.
- Bellman's equations
- Fully nonlinear elliptic and parabolic equations
- Vanishing mean oscillation