A $W^n_2$-Theory of Stochastic Parabolic Partial Differential Systems on $C^1$-domains

Details A $W^n_2$-Theory of Stochastic Parabolic Partial Differential Systems on $C^1$-domains A $W^n_2$-Theory of Stochastic Parabolic Partial Differential Systems on $C^1$-domains

2011-03-04

arxiv.org/abs/1103.0830v1

Mathematics

Probability

31 pages

Scientific paper

In this article we present a $W^n_2$-theory of stochastic parabolic partial differential systems. In particular, we focus on non-divergent type. The space domains we consider are $\bR^d$, $\bR^d_+$ and eventually general bounded $C^1$-domains $\mathcal{O}$. By the nature of stochastic parabolic equations we need weighted Sobolev spaces to prove the existence and the uniqueness. In our choice of spaces we allow the derivatives of the solution to blow up near the boundary and moreover the coefficients of the systems are allowed to oscillate to a great extent or blow up near the boundary.

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