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On Parabolic Pdes and Spdes in Sobolev Spaces W 2P without and with Weights

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Book cover Topics in Stochastic Analysis and Nonparametric Estimation

Part of the book series: The IMA Volumes in Mathematics and its Applications ((IMA,volume 145))

Abstract

We present a “streamlined” theory of solvability of parabolic PDEs and SPDEs in half spaces in Sobolev spaces with weights. The approach is based on interior estimates for equations in the whole space and is easier than and quite different from the standard one.

The work was partially supported by the NSF Grants DMS-0140405 and DMS-0653121

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Authors and Affiliations

  1. University of Minnesota, 127 Vincent Hall, Minneapolis, MN, 55455

    Nicolai V. Krylov

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  1. Nicolai V. Krylov
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Editor information

Editors and Affiliations

  1. Department of Mathematics, Wayne State University, Detroit, MI, 48202

    Pao-Liu Chow , George Yin  & Boris Mordukhovich ,  & 

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Krylov, N.V. (2008). On Parabolic Pdes and Spdes in Sobolev Spaces W 2P without and with Weights. In: Chow, PL., Yin, G., Mordukhovich, B. (eds) Topics in Stochastic Analysis and Nonparametric Estimation. The IMA Volumes in Mathematics and its Applications, vol 145. Springer, New York, NY. https://doi.org/10.1007/978-0-387-75111-5_8

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