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On SPDEs with Variable Coefficients in One Space Dimension

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Abstract

Stochastic second-order partial differential equations of evolution type are considered in one space dimension. Existence and uniqueness results are given in weighted Sobolev spaces of functions given on an interval in the space variable.

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Kim, KH., Krylov, N. On SPDEs with Variable Coefficients in One Space Dimension. Potential Analysis 21, 209–239 (2004). https://doi.org/10.1023/B:POTA.0000033334.06990.9d

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  • DOI: https://doi.org/10.1023/B:POTA.0000033334.06990.9d

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