On the Cauchy-Dirichlet Problem in the Half Space for Parabolic SPDEs in Weighted Hoelder Spaces

被引：0

作者：

R. Mikulevicius

H. Pragarauskas

N. Sonnadara

机构：

[1] Institute of Mathematics and Informatics,

[2] University of Southern California,undefined

来源：

Acta Applicandae Mathematicae | 2007年 / 97卷

关键词：

Parabolic stochastic partial differential equations; Cauchy-Dirichlet problem; Schauder apriori estimates; Weighted Hölder spaces; 60H15; 35K15;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We study the Cauchy-Dirichlet problem for a second order linear parabolic stochastic differential equation (SPDE) with constant coefficients in a half-space. Considering its solution as a function with values in a probability space and using the methods of deterministic partial differential equations, we establish the existence and uniqueness of a strong solution in Hölder classes with weights.

引用

页码：129 / 149

页数：20

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