$W^{2,p}$-solutions of parabolic SPDEs in general domains
Kai Du

TL;DR
This paper establishes existence, uniqueness, and regularity results for solutions to a class of stochastic parabolic PDEs in general domains within Sobolev spaces, extending the understanding of their analytical properties.
Contribution
It provides new existence and regularity results for $W^{2,p}$-solutions of stochastic parabolic PDEs in arbitrary domains, under specific compatibility conditions.
Findings
Proved existence and uniqueness of solutions in Sobolev spaces.
Established Hölder continuity of solutions and derivatives.
Extended regularity theory to general domains for stochastic PDEs.
Abstract
The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of -norms of solutions. The H\"older continuity of solutions and their derivatives is also obtained by embedding.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Modeling in Engineering · Stability and Controllability of Differential Equations
