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AW n2 -theory of the Dirichlet problem for SPDEs in general smooth domains
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  • Published: September 1994

AW n2 -theory of the Dirichlet problem for SPDEs in general smooth domains

  • N. V. Krylov1 

Probability Theory and Related Fields volume 98, pages 389–421 (1994)Cite this article

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Summary

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.

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References

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Authors and Affiliations

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

    N. V. Krylov

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  1. N. V. Krylov
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Krylov, N.V. AW n2 -theory of the Dirichlet problem for SPDEs in general smooth domains. Probab. Th. Rel. Fields 98, 389–421 (1994). https://doi.org/10.1007/BF01192260

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  • Received: 26 June 1992

  • Revised: 17 November 1993

  • Issue Date: September 1994

  • DOI: https://doi.org/10.1007/BF01192260

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Mathematics Subject Classification (1991)

  • 60H15
  • 35R60
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