On stochastic partial differential equations with Unbounded coefficients

István Gyöngy; Nicolai V. Krylov

doi:10.1007/BF00269509

On stochastic partial differential equations with Unbounded coefficients

István Gyöngy, Nicolai V. Krylov

School of Mathematics

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

8 Scopus citations

Abstract

Second-order stochastic partial differential equations of parabolic type are considered. Generalizations of known theorems on existence, uniqueness and on approximations are presented. Thus, in particular the case of unbounded coefficients in investigated. Some examples illustrating the usefulness of the results are also given.

Original language	English (US)
Pages (from-to)	233-256
Number of pages	24
Journal	Potential Analysis
Volume	1
Issue number	3
DOIs	https://doi.org/10.1007/BF00269509
State	Published - Sep 1992

Keywords

Mathematics Subject Classification (1991): 60H15
Sobolev spaces
Stochastic partial differential equations
manifolds

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10.1007/BF00269509

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title = "On stochastic partial differential equations with Unbounded coefficients",

abstract = "Second-order stochastic partial differential equations of parabolic type are considered. Generalizations of known theorems on existence, uniqueness and on approximations are presented. Thus, in particular the case of unbounded coefficients in investigated. Some examples illustrating the usefulness of the results are also given.",

keywords = "Mathematics Subject Classification (1991): 60H15, Sobolev spaces, Stochastic partial differential equations, manifolds",

author = "Istv{\'a}n Gy{\"o}ngy and Krylov, {Nicolai V.}",

year = "1992",

month = sep,

doi = "10.1007/BF00269509",

language = "English (US)",

volume = "1",

pages = "233--256",

journal = "Potential Analysis",

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T1 - On stochastic partial differential equations with Unbounded coefficients

AU - Gyöngy, István

AU - Krylov, Nicolai V.

PY - 1992/9

Y1 - 1992/9

N2 - Second-order stochastic partial differential equations of parabolic type are considered. Generalizations of known theorems on existence, uniqueness and on approximations are presented. Thus, in particular the case of unbounded coefficients in investigated. Some examples illustrating the usefulness of the results are also given.

AB - Second-order stochastic partial differential equations of parabolic type are considered. Generalizations of known theorems on existence, uniqueness and on approximations are presented. Thus, in particular the case of unbounded coefficients in investigated. Some examples illustrating the usefulness of the results are also given.

KW - Mathematics Subject Classification (1991): 60H15

KW - Sobolev spaces

KW - Stochastic partial differential equations

KW - manifolds

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U2 - 10.1007/BF00269509

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VL - 1

SP - 233

EP - 256

JO - Potential Analysis

JF - Potential Analysis

IS - 3

ER -

On stochastic partial differential equations with Unbounded coefficients

Abstract

Keywords

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