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

Máté Gerencsér; Istvan Gyongy; Nicolai Krylov

doi:10.1007/s40072-014-0042-6

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

Máté Gerencsér, Istvan Gyongy, Nicolai Krylov

School of Mathematics

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 language	English
Pages (from-to)	52-83
Number of pages	32
Journal	Stochastics and Partial Differential Equations: Analysis and Computations
Volume	3
Issue number	1
Early online date	13 Dec 2014
DOIs	https://doi.org/10.1007/s40072-014-0042-6
Publication status	Published - Mar 2015

Keywords

math.AP
60H15 (primary), 35K65, 35K45, 35F40 (secondary)

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10.1007/s40072-014-0042-6

On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
The final publication is available at Springer via http://dx.doi.org/10.1007/s40072-014-0042-6
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http://link.springer.com/article/10.1007%2Fs40072-014-0042-6

Istvan Gyongy
- School of Mathematics - PERSONAL CHAIR IN PROBABILITY
Person: Academic: Research Active

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title = "On the solvability of degenerate stochastic partial differential equations in Sobolev spaces",

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.",

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AU - Krylov, Nicolai

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N2 - 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.

AB - 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.

KW - math.AP

KW - 60H15 (primary), 35K65, 35K45, 35F40 (secondary)

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DO - 10.1007/s40072-014-0042-6

M3 - Article

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EP - 83

JO - Stochastics and Partial Differential Equations: Analysis and Computations

JF - Stochastics and Partial Differential Equations: Analysis and Computations

SN - 2194-0401

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

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Istvan Gyongy

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