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On the solvability of degenerate stochastic partial differential equations in sobolev spaces

  • Máté Gerencsér
  • , István Gyöngy
  • , Nicolai Krylov

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

Abstract

Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric hyperbolic systems.

Original languageEnglish (US)
Pages (from-to)52-83
Number of pages32
JournalStochastics and Partial Differential Equations: Analysis and Computations
Volume3
Issue number1
DOIs
StatePublished - Mar 2015

Bibliographical note

Publisher Copyright:
© Springer Science+Business Media New York 2014.

Keywords

  • Cauchy problem
  • Degenerate stochastic parabolic PDEs
  • First order symmetric hyperbolic system

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