A W(2)(N)-THEORY OF THE DIRICHLET PROBLEM FOR SPDES IN GENERAL SMOOTH DOMAINS

被引:74
作者
KRYLOV, NV
机构
[1] School of Mathematics, University of Minnesota, Minneapolis, 55455, MN
关键词
Mathematics Subject Classification (1991): 60H15; 35R60;
D O I
10.1007/BF01192260
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
收藏
页码:389 / 421
页数:33
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