Lp-estimates for stochastic pdes with discontinuous coefficients
作者:
Hyek Yoo,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1999)
卷期:
Volume 17,
issue 4
页码: 687-711
ISSN:0736-2994
年代: 1999
DOI:10.1080/07362999908809629
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
We consider stochastic partial differential equations of divergence and nondivergence forms with nonsmooth coefficients. We show that there exists a constantPo>2 such that ifp∈ [2,po), then there exists a unique solution in some stochastic Banach spaceAs a consequence, we obtain the Holder continuity of the solution. The improvement of the integrability from 2 topallows us to make use of some embedding theorem for-spaces. And since we do not require the continuity of the coefficients, our result can be applied in the study of certain nonlinear SPDEs
点击下载:
PDF (636KB)
返 回