On stochastic partial differential equations with Unbounded coefficients
Copyright policy )On stochastic partial differential equations with Unbounded coefficients
Existence, uniqueness and approximations of parabolic Itô equations are considered. The well-weighted Sobolev spaces are used. In particular stochastic partial differential equations (SPDE) with unbounded coefficients, SPDE whose coefficients grow faster than linear functions and SPDE on manifolds are discussed.
- University of Minnesota United States
- University of Minnesota Morris United States
- University of Minnesota System United States
- Eötvös Loránd University Hungary
Stochastic partial differential equations (aspects of stochastic analysis), stochastic partial differential equations, Sobolev spaces, PDEs with randomness, stochastic partial differential equations, parabolic Itô equations
Stochastic partial differential equations (aspects of stochastic analysis), stochastic partial differential equations, Sobolev spaces, PDEs with randomness, stochastic partial differential equations, parabolic Itô equations
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