Lp-estimates for stochastic pdes with discontinuous coefficients
Author:
Hyek Yoo a
| Affiliation: | a School of Mathematics, University of Minnesota, Minneapolis, MN |
DOI:
10.1080/07362999908809629
Publication Frequency:
6 issues per year
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Abstract
We consider stochastic partial differential equations of divergence and nondivergence forms with nonsmooth coefficients. We show that there exists a constant Po>2 such that if p ∈ [2,po), then there exists a unique solution in some stochastic Banach space
As a consequence, we obtain the Holder continuity of the solution. The improvement of the integrability from 2 to p allows us to make use of some embedding theorem for -spaces. And since we do not require the continuity of the coefficients, our result can be applied in the study of certain nonlinear SPDEs
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