A regularity theory for quasi-linear Stochastic Partial Differential Equations in weighted Sobolev spaces
Ildoo Kim, Kyeong-hun Kim

TL;DR
This paper develops a regularity theory for second-order quasi-linear SPDEs on $C^1$ domains, establishing existence, uniqueness, and estimates for solutions and their gradients in weighted Sobolev spaces.
Contribution
It introduces a novel regularity framework for quasi-linear SPDEs in weighted Sobolev spaces, including existence, uniqueness, and a priori estimates.
Findings
Proved existence and uniqueness of solutions in weighted Sobolev spaces.
Established $L_p$ and H"older estimates for solutions and their gradients.
Extended regularity theory to quasi-linear SPDEs on $C^1$ domains.
Abstract
We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on domains. The coefficients are random functions depending on and the unknown solutions. We prove the uniqueness and existence of solutions in appropriate Sobolev spaces, and in addition, we obtain and H\"older estimates of both the solution and its gradient.
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Taxonomy
TopicsStochastic processes and financial applications · Nonlinear Partial Differential Equations · Advanced Mathematical Modeling in Engineering
