In this work we present a newly developed study of the interpolation of weighted Sobolev spaces by the complex method. We show that in some cases, one can obtain an analogue of the famous Stein-Weiss theorem for weighted $L^{p}$ spaces. We consider an example which gives some indication that this may not be possible in all cases. Our results apply in cases which cannot be treated by methods in earlier papers about interpolation of weighted Sobolev spaces. They include, for example, a proof that $\left[W^{1,p}(\mathbb{R}^{d},ω_{0}),W^{1,p}(\mathbb{R}^{d},ω_{1})\right]_θ=W^{1,p}(\mathbb{R}^{d},ω_{0}^{1-θ}ω_{1}^θ)$ whenever $ω_{0}$ and $ω_{1}$ are continuous and their quotient is the exponential of a Lipschitz function. We also mention some possible applications of such interpolation in the study of convergence in evolution equations.

The second version is essentially the same as the first, merely correcting some typographic errors and slightly modifying the presentation