Abstract
We prove Itô's formula for the Lp-norm of stochastic wp1-valued processes appearing in the theory of SPDEs in divergence form.
Original language | English (US) |
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Pages (from-to) | 583-605 |
Number of pages | 23 |
Journal | Probability Theory and Related Fields |
Volume | 147 |
Issue number | 3 |
DOIs | |
State | Published - Jul 2010 |
Bibliographical note
Funding Information:The work was partially supported by NSF Grant DMS-0653121.
Keywords
- Divergence equations
- Itô's formula
- Stochastic partial differential equations