Abstract
We extend several known results on solvability in the Sobolev spaces Wp1, p ∈ [2, ∞), of SPDEs in divergence form in R+d to equations having coefficients which are discontinuous in the space variable.
Original language | English (US) |
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Pages (from-to) | 2095-2117 |
Number of pages | 23 |
Journal | Stochastic Processes and their Applications |
Volume | 119 |
Issue number | 6 |
DOIs | |
State | Published - Jun 2009 |
Bibliographical note
Funding Information:The work was partially supported by NSF Grant DMS-0653121. The author is sincerely grateful to the referee and the Associate Editor handling the paper for their valuable comments.
Keywords
- Divergence equations
- Sobolev spaces
- Stochastic partial differential equations