On SPDEs with variable coefficients in one space dimension

Kyeong Hun Kim, N. V. Krylov

Research output: Contribution to journalArticlepeer-review

16 Scopus citations

Abstract

Stochastic second-order partial differential equations of evolution type are considered in one space dimension. Existence and uniqueness results are given in weighted Sobolev spaces of functions given on an interval in the space variable.

Original languageEnglish (US)
Pages (from-to)209-239
Number of pages31
JournalPotential Analysis
Volume21
Issue number3
DOIs
StatePublished - Nov 2004

Bibliographical note

Funding Information:
The work of the second author was partially supported by NSF grant DMS-0140405.

Keywords

  • Sobolev spaces with weights
  • Stochastic partial differential equation

Fingerprint Dive into the research topics of 'On SPDEs with variable coefficients in one space dimension'. Together they form a unique fingerprint.

Cite this